It has to do with your REm sleep, some people break out of it by outside sensations like touch.
If you roll around and become lucid enough, you can half control your dream and make things happen and move the way you want.
However, there is a chaos factor where random people you know appear and rndom events happen.
Heh, I had a dream where I realized I was dreaming once.
Best dream ever.
^^
Guys, you know what happens!
I always have dreams that I am a SF Sniper but when I actually go to pull the trigger the bullet just kinds limps out of the barrel and falls onto the floor...
This almost never happens to me. But from what i have heard, it sounds awesome.
When I was a kid I could control my dreams. Later I started researching parapsychology and discovered 'limited' evidence that some people can have joint lucid dreams, and astral projection is similar to controlling your dreams except you are spiritually sending yourself to another location.
Anyway deep stuff, studied it for awhile in high school, there's limited proof of some of that stuff. The CIA confirmed that it is possible to a limited extent.
Also @(you need an account to see links) zombie dreams sound awesome!