But I would use it to get up 30 minutes early to play NES before school. My mother would make me go to bed at a specific time, but if I was working on a particularly hard spot in a game I'd tell myself to get up 30 minutes earlier and spend that time playing.
I also used to lucid dream very frequently. I'd recognize it as lucid dreaming and actually start manipulating the dream. What's always been interesting to me is that dreams have rules to them, so even manipulating them there are limits. Sometimes I could fly freely, sometimes I could barely get off the ground.
Also, past a certain point in my life I completely stopped having nightmares. A nightmare has a "feel" to it. Even if it starts off pleasant I recognize that feel and simply step out of it.
---
So, we may not have an explanation for, but it absolutely happens.