I suspect I am a naturally lucid dreamer.
I've always been aware that I'm dreaming when I'm dreaming, as long as I can remember. There's been some memorable exceptions, but they're uncommon. I also tend to remember most of my dreams.
I used to have nightmares every night when I was little, and pretty early on I picked up the trick of waking myself up from inside a dream. Basically, I'd squeeze my eyes shut and make fists as tight as I could. The feeling of making fists would be weirdly muffled, then absent, and then when I opened my eyes I'd be awake in my bed.
Gradually after that, I started to gain an increased awareness that I was unconsciously controlling my dreams. It wasn't like actually directing them. It was just the realization that if I expected something bad to happen, it would. But if I believed I'd dodge the danger, I would. Simply being aware of this in dreams led to a kind of indirect control, because it's easier to reinforce a belief when you already understand that believing it makes it true. Does that make sense?
Anyway, since then I've basically had some ability to control every dream. Generally a lot of my dreams actually have interesting worlds and stories, so I just go along for the ride, but I've used it to consciously "cheat" before, like teleporting to safety when I'm tired of being chased, or giving myself superpowers. Sometimes I'll just randomly decide to be a different character or creature. I can generally feel how close a dream is to "breaking", and avoid pushing things too far when the reality feels thin.
Anyway, I have an unusual question for other dreamers:
Have you ever successfully dreamed about being something with more than four limbs? There's a dragon-like creature with wings on its back that I've tried being a few times, but I found that I could only retain feeling in either my arms and legs OR my wings and legs. That is, it had 6 limbs but I could only feel the sensations of moving four at any given time, and had to keep switching back and forth. I guess it's because I literally can't imagine the sensation of moving more limbs than I have in real life. Has anyone overcome this?
On a similar note, what senses do people have in their dreams? I have sight and hearing (obviously), plus limited touch with my surroundings and fairly strong feeling of muscle-movement. I also have a very strong sense of taste (especially sweet) when it comes up, but no sense of smell or temperature. No clue how standard that is.