Lucid dreaming is a seemingly rare phenomenon in which the dreamer is consciously aware that they are dreaming. This "phenomenon" allows dreamers to change some aspect of their dream, and as studies have progressed, the idea of training yourself to have a lucid dream is prevalent. Through studies and experiments, researchers have discovered not only ways of teaching themselves to induce lucid dreams, but also of the therapeutic values it has.
Boldt, Jordan H.
"Is Lucid Dreaming Just a Phenomenon or a Learned Skill,"
Sound Neuroscience: An Undergraduate Neuroscience Journal: Vol. 1
, Article 8.
Available at: http://soundideas.pugetsound.edu/soundneuroscience/vol1/iss1/8