Everybody dreams. You dream a lot in fact. Heck all evidence indicates that if you don't health if not mental issues will ensue. With that said the vast majority of people can't recall their dreams. Most even question if they dream each night (you do BTW). You may be in REM (Rapid Eye Movement -- deepest sleep) for hours at a time during the night and dreaming, but within almost seconds of waking can't recall a thing.
There are others that are lucid dreamers. They know they are dreaming and actively participate in and often manipulate the experiences.
Now I want to stress everybodies dreams are based on their life, fears, hopes, past experience, you name it. Although I usually know when I am dreaming (more below the fold) I can't think to myself before I go to sleep, "put me on a million dollar yacht with Liv Taylor nude."
At least for me it doesn't work that way. When I realize I am dreaming I am already in a situation, sometimes neck deep in "werid shit" and I say, "Tommy you're dreaming, lets have some fun."
More below ....
I am a 40 year old male. I'd say it was around 27 that I'd often wake up in a cold sweat and think, "my gosh what are you going to do, you told your boss yesterday to go fuck herself."
I'd be shacking trying to make coffee and then it would hit me, wait yesterday you didn't get the raise you wanted, but left on near perfect terms at a middle point. The memories, that were so vivid of the entire experience, where I flew off the handle, would fade. They were a dream.
To be frank I thought I was losing my mind, cause this started to happen a lot.
At that time I had great medical care and went to a few doctors and even a sleep clinic. They were always vague, but told me my experience wasn't unusually.
It went on and on. At times I thought the issue might have been I did a lot of really good acid and mushrooms from when I was 18-23.
Then I learned and/or heard about lucid dreaming. Started to read about it. My dreams, as I am sure you know if you've been woke up in the middle of one, are as real as anything. But what I started to do on my end was know myself. In a situation that seemed as real as possible, when I did something so out of character, I'd say to myself, "wait this has to be a dream."
Then I said, why not have some fun!
That is when I started to try and control my own dreams.
It doesn't always work. I've blown off some steam in a few where I still woke up the next morning and thought to myself, "I really hope I didn't do that." There have been other times where I have woken up kicked or punching with force and I recall nothing (that scares me). I even have been working lately with a "rewind" switch, cause even if I think I do this next, that doesn't always happen in the dream with the end result the way I had thought. Kind of like a "save" in a video game.
I hope I am not alone in saying this .....