A Lucid Dream is any dream in which one is aware that one is dreaming. The term was coined by the Dutch psychiatrist and writer Frederik (Willem) van Eeden (1860–1932). In a lucid dream, the dreamer may be able to exert some degree of control over their participation within the dream or be able to manipulate their imaginary experiences in the dream environment. Lucid dreams can be realistic and vivid. It is shown that there are higher amounts of beta-1 frequency band (13–19 Hz) experienced by lucid dreamers, hence there is an increased amount of activity in the parietal lobes making lucid dreaming a conscious process.
Lucid dreaming has been researched scientifically, and its existence is well established.
The above and more is available on the WikiPedia page and which is entirely adequate for our purposes here as a reference: Lucid dream.
Lucid dreams have been extensively discussed on the MBT Bulletin Board, accessible by a search function, but membership is required to use that search function. MBT Bulletin Board Lucid Dreaming can be considered as an intermediate step towards Out of Body Experience.
There are multiple web sites related to Lucid Dreaming and learning to dream lucidly. They are readily found on an Internet search. The following are readily found such web sites and their listing here is not an endorsement. Just a matter of these being prominent in such an Internet search at this time.