When I have lucid dreams, my favorite thing to do is
levitate. Like, you know, jump 30 feet into the air.
Flying is also a lot of fun. I remember my first lucid dream; it was some years ago, probably when I was in
middle school. I remember riding a bike down a street close to my house. It was very realistic; the details were all correct. Oddly, that's what set it off: I got the
sensation that the details
were correct, but that my
mind was "drawing" them only in the direction where I was looking - kind of like the flashlight effect, where the only thing that appears to exist is what you are looking at. (Kind of like
Schrödinger's Cat.)
That is the moment where I realized that I was dreaming, and I knew exactly what to do. I remembered a scene from E.T. in which E.T. levitates everyone's bike so as to precipitate his safe return to the big Christmas-ornament-like UFO. I remember willing myself and the bike to lift off the ground, and it worked. I rose above the city and looked around. My mind, faced with rendering a much larger area, started dropping details, kind of like when you zoom out on a map at Mapquest or one of those sites. After doing this for some time, I woke up.
That brings forth an interesting question: Since people usually only remember dreams if they are interrupted in the middle of them, who knows how many lucid dreams we have that we don't know about?
One of the interesting side-effects of lucid dreaming is that if you levitate in the dream, it makes it easier to envision levitating yourself, someone else, or an object during meditation. (At least, that's what I've found.)
I also entered an alternate reality in a lucid dream once. That was pretty cool, especially since it was quite unexpected. This unexpectedness can be surprising at first. Dreamvirus mentions encountering hostility from characters in dreams. The human mind has the capability to simulate other people's personalities - witness the actor as s/he/it "gets into character" and becomes their role for a short duration. Witness adults who act exactly like their parents in certain circumstances, often using the exact same phrases that their parents used. The mind has no trouble simulating multiple personalities across different "players" in dreams. After all, it simulates the way other people look and move and sound, and a personality is just another piece of data for it to process. This ability to partition resources is the same thing that makes it possible to jump up and down on one foot while rubbing your stomach and patting your head, or hold a completely lucid telephone conversation while playing a wicked game of Unreal Tournament at the exact same time.