Lucid dreams of course are dreams that seem very, very more realistic than ordinary dreams, and in which one is consciously aware that they are dreaming. The more experienced one becomes at lucid dreaming, the better they can control it. Experienced lucid dreamers can make their dreams extremely realistic. Once you are able to control your dreams, you can of course ask to be taken back to a past life (if you believe in them) or event, current event, or future event. You can use lucid dreaming to help overcome your fears. Allow yourself to face your fears in a lucid dream. It's all your choice. The limit goes beyond the sky, it even goes beyond dreams. Some people are natural lucid dreamers, and some have to learn how through practice. As a natural lucid dreamer myself, I can not guarantee that my technique will help everyone learn, but I can give you an idea about how it can be done.
Firstly, every night before you go to bed close your eyes and say out loud "I WILL REMEMBER MY DREAMS. SOON I WILL BE ABLE TO CONTROL THEM". Then when you wake up the next morning the very first thing you should do is write down in your diary every single thing you remember about your dreams .. If you can not remember anything, do not be discouraged, you will ever. Just remember a little bit at a time and after awhile you will start remembering more and more. You do not have to keep a dream diary forever, just until you start getting the hang of having lucid dreams. The more you can remember and analyze about your dreams, the better you can control them in the future.
One trick to do; and this is how I've had lucid dreams all my life, is wait until your day off when you can sleep in and do not have to do anything. Get a sleeping pattern down for 4 or 5 days and wake up the same time every morning. Then one morning, go to bed a couple hours later than usual, but set your alarm to wake you up at the same time as the prior mornings. It can just be for a few minutes and you can get a drink or watch tv or check email or something. Do this for about 15-20 minutes and then go back to bed and lie down on your back. MAKE SURE YOU STAY ON YOUR BACK! Start pretending that you're doing whatever it is you wish to lucid dream about, imagine you're with the people you want to be with. Try to make whatever you're imagining as clear as possible. Hear, feel, and even visualize that you're smelling something .. MAKE SURE YOU STAY ON YOUR BACK THE WHOLE TIME! Whenever you drift off to sleep hopefully you'll start dreaming about the things you were imagining about. When you're getting close to a lucid dream you'll start vibrating or pulsating a bit and you'll start hearing a buzzing noise.
Do not panic if you find that you're half asleep / half wake and can not move. It's a condition called sleep paralysis. If you panic it'll only make things worse and you'll start having a nightmare and you'll hallucinate that there's something (or someone) bad in the room with you. I do not know why this happens, but it can be scary if you do not stay calm. This is the down side to having strange dreaming experiences. I unfortunately first experienced this when I was only 6 or 7 years old. I "woke up" one night in my room and there was a man at the end of my bed pointing a gun at me. It was as clear and real as could be. Imagine a little girl "waking up" and seeing that. I wanted to run to my daddy but I could not move, thanks to the paralysis. Finally he "disappeared" and I woke up. My daddy of course told me it was just a dream and tried to make me feel better, but I spent years after wondering if it was a ghost I saw that night. It was not until I got a computer later in life and learned that it was a condition called "sleep paralysis".
I experienced it several other times, but as I got older I learned how to either wake myself up from it, or turn it into a more pleasant lucid dream. I have always been fascinated by the Jack the Ripper murders, and I absolutely can not read anything about the subject when it's close to bed time. I have had a few sleep paralysis experiences where I found myself his victim, and he was on top of me killing me. I would keep going back and forth between laying on my back on the streets of London to my bed. Of course it still was not as frightening as the "ghost man" I experienced as a child. I did not start having the JTR experiences until later in life, when I had an idea that it was not real. Of course it does make me wonder if I had a past life as a prostitute in London, but I try not to think about it.
But anyway, do not be discouraged if anything like this ever happens to you. Try to remember that it's not real and concentrate on your breathing. Try to stay calm and close your eyes and think about happy things, there's a good chance that this paralysis incident will turn into a lucid dream. Remember to try staying on your back the whole time, and that the chance of having a lucid dream will increase on days you sleep in longer than usual.
Remember you can use lucid dreams for any purpose (s) you choose. Some people like to have fun with it. When you lucid dream, you are almost like a god and you have control over the dream world. Obviously the most common thing for lucid dreamers to do is to experience their sexual fantasies. Some people like to fly, some people like to pretend that they're a star on stage preforming in front of a large crowd. Sometimes it may not be until a middle of an ordinary dream when it becomes lucid. If it already a pleasant dream, you do not have to change it if you do not want to. You could keep on continuing with the same dream as an observer. Of course you can change things you do not like about it. It's all totally all up to you. Have fun!