Lucid Dreaming is dreaming while knowing that you are dreaming. Often you are able to do anything in your dreams, without any harm or embarassment coming to you. This could be used solely for recreational purposes, or useful purposes, such as rehersing a play. Your mind creates a new 'virtual' world. You are limited by nothing, but your own imagination
At the moment, I have only ever had three lucid dreams in my life, with only one which I was able to properly control.