Here is the FAQ on Lucid dreaming, I will post other links later on.
http://www.lucidity.com/LucidDreamingFAQ2.html
Lucid dreaming means dreaming while knowing that you are dreaming. The term was coined by Frederik van Eeden who used the word "lucid" in the sense of mental clarity. Lucidity usually begins in the midst of a dream when the dreamer realizes that the experience is not occurring in physical reality, but is a dream. Often this realization is triggered by the dreamer noticing some impossible or unlikely occurrence in the dream, such as flying or meeting the deceased. Sometimes people become lucid without noticing any particular clue in the dream; they just suddenly realize they are in a dream.
Lucidity is not synonymous with dream control. It is possible to be lucid and have little control over dream content, and conversely, to have a great deal of control without being explicitly aware that you are dreaming. However, becoming lucid in a dream is likely to increase the extent to which you can deliberately influence the course of events. Once lucid, dreamers usually choose to do something permitted only by the extraordinary freedom of the dream state, such as flying.
Upon hearing about lucid dreaming for the first time, people often ask, "Why should I want to have lucid dreams? What are they good for?" If you consider that once you know you are dreaming, you are restricted only by your ability to imagine and conceive, not by laws of physics or society, then the answer to what lucid dreaming is good for is either extremely simple (anything!) or extraordinarily complex (everything!).
Unfortunately for many people, instead of providing an outlet for unlimited fantasy and delight, dreams can be dreaded episodes of limitless terror. As is discussed in the books Lucid Dreaming (LaBerge, 1985) and Exploring the World of Lucid Dreaming (EWLD) (LaBerge & Rheingold, 1990), lucid dreaming may well be the basis of the most effective therapy for nightmares. If you know you are dreaming, it is a simple logical step to realizing that nothing in your current experience, however unpleasant, can cause you physical harm. There is no need to run from or fight with dream monsters. In fact, it is often pointless to try, because the horror pursuing you was conceived in your own mind, and as long as you continue to fear it, it can pursue you wherever you dream yourself to be. The only way to really "escape" is to end your fear. (For a discussion of reasons for recurrent nightmares, see Overcoming Nightmares from EWLD.) The fear you feel in a nightmare is completely real; it is the danger that is not.
Now a bit about my own experience. I began lucid dreaming when I was 14. Up until that time I had two recurring themes in a series of dreams/nightmares. They were closely linked. One was a constant dream about falling. Falling off of a building, off of ladders, down a flight of stairs, over a cliff and so on. The other was that I was being chased by a T-rex. I would hide, usually in a tall building. Then to escape I would leap out a window, and, you guessed it, fall.
Now the dreams themselves did not frighten me. What was bothersome was that each time I dreampt these, I would awake very sore from the fall. The physical pain was very real. When I was a child I had fallen down a flight of stairs, about age eight. I always knew these dreams were related to that fall. Certainly the pain sensations were simply a memory and nothing more.
I finally got fed up at age 14 as the dreams happened more and more. I decided, that was it, no more. I was simply not going to have those dreams anymore. End of story.
A few nights later I was on a ladder, it started to fall, as did I. Then I said, hey, I am dreaming. I awoke. The next time I had the dream, I drifted slowly to the ground. By the third time, I was flying around like superman. Um, no, more like Greatest American Hero. I could fly, and high, but I always have had to concentrate on it. Now I do not have dreams of falling. On occasion I do not fly, but I leap. And I have to focus as I come near the ground so that I land on my feet.
I do not know what nightmares yall are having. But it is very possible to control them yourselves. All of this happened to me when I was fourteen, and had no idea of lucid dreaming concepts. Just a strong willed determination that I was in charge of my dreams, not them in charge of me.
Dia dhuit.