Imagine being able to control your dreams and do whatever you wanted while dreaming. For some people this is possible and with training it may be possible for a majority of people. A study conducted (http://www.ncbi.nlm.nih.gov/pmc/articles/PMC2737577/pdf/aasm.32.9.1191.pdf) was able to obtain information from subjects able to produce lucid dreams in a lab. Lucid dreaming can be described as dreaming however, you are aware that you are dreaming. While dreaming the subject is able to recognize something isn’t right and realizes they are in fact dreaming. A successful experiment was conducted in which subjects were asked to repeat a specific eye pattern (left horizontal movement, right horizontal movement, back to left, pause, then repeat) once they realized they were dreaming. Further evidence was produced using electromyographic activity (EMG) in both periods of wakefulness and sleep. They found that eye movements in REM sleep are significantly less distinct then the pattern the subjects were asked to repeat during lucid dreams. Lucid dreaming can be thought of as a hybrid between REM sleep and being awake. Graphical evidence supporting this statement shows the frequency averages of short, medium, and long-range coherences (in Hz) by measuring scalp potential, and current source density. The graph depicts that lucid dreaming falls somewhere in between wakefulness and sleep.
Furthermore I have heard that it is possible to induce lucid dreaming by mentally preparing yourself before sleep to recognize strange things in dreams. Im not sure if this is true either but if you lay perfectly still for 30-40 minutes without moving your brain begins to believe you are asleep and you are able to have out of body experiences such as lucid dreams.