Lucid dreaming is the ability to realize you're dreaming and then actively control what you do, like flying naked into the president's office or winning the ball game with a nuclear touchdown or whatever crazy crap you people fantasize about. It isn't an easy thing to do, but there are people out there hell-bent on making their dreams enjoyable, I assume because their waking lives aren't that exciting.
The best way to get yourself to lucid dream is to send yourself a signal while you're in a deep sleep, generally via a flashing light of some sort. A dude who goes by "natetrue" went and built himself a mask that does just that, flashing you about 5 hours into your sleep cycle. The best part? He's now selling kits so you can make your own for $30. Get your PJs ready, because I think there are some supermodels that need saving from a volcano… in your mind.