RE lucid dreaming - as pointed out above, lucid dreams happen when the dreamer "wakes up" in the dream, and realizes that s/he's dreaming. With that awareness, the dreamer can learn to take control of the dream while it's happening, to consciously direct it via thoughts, emotions and expectations.
THis is why it's so important to stay in a positive, loving frame of mind during lucid dream experiences. If you can't do this, you'll be at the mercy of your own uncontrolled (and sometimes monstrous) fears/hatreds/guilts etc, instead of you controlling the experience to your own benefit.
If you want to learn lucid dreaming, my suggestion is to start by setting the mental intention to remember your dreams before you fall asleep. Record anything you remember as soon as you wake up, even if it's just an fleeting image or a feeling or seems nonsensical. Soon you'll find that your dream-life starts changing -- you remember your dreams better, they become more vivid, more meaningful. WIth practice, and again by setting that mental intention before sleep, you can train your conscious mind to "wake up" during a dream and take control of it.
This process takes time and patience, though. The subconscious mind functions as a "filter" or "censor", protecting the conscious mind from remembering upsetting dream experiences, or any "overload" of information that may cause the dreamer to become unbalanced in their everyday lives. (That's why a lot of people don't remember their dreams at ALL, although everyone dreams). It can take a lot of effort to convince the subconscious mind to relax the "censor" function, that it's safe to let dream information/experiences through, but it's definitely well worth the effort!