Lucid Dreams....

A lucid dream is one in which you realize you're dreaming. Exploration shows that lucid dreaming accompanies an increase in movement in parts of the mind that are normally peaceful during rest. Lucid dreaming is a mind state between REM rest and being alert.

Some lucid dreamers can impact their fantasy, changing the story, as it were. This might be a decent strategy to take in some cases, particularly during a bad dream, yet many dream specialists express it's smarter to let your fantasies stream normally.