I remember having a lucid dream once. I was around 10-12 years old, I think. In the dream, I was being chased by a lion. Eventually, he caught me and tore off a sizable piece of my back. Once I realized that I would not manage to break free, I remember coming to the realization that I could just wake up from the dream. And so I did.
Years later (one or two years ago, I think), I had a dream where I was chased by a dragon. For some unspecified reason, I was sure that I would find a rocket launcher in the area. It could be because I knew it was a dream and I expected to find anything I could conceive of, but since I woke up before I found the weapon, I cannot be sure it was a lucid dream.
Other than that, I have many surreal dreams (and a few painfully boring ones; it seems I can dream only of either fantastical things or mundane day-to-day stuff). In some of them, I am aware of being in a dream, but I do not recall ever using that knowledge like I did in the dream with the lion.
And although it was too long ago for me to remember such details, I am fairly sure that I was not thinking about lions before I had that lucid dream. It came out of nowhere. I do not think you can control if your dreams will be lucid or not.
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DISCLAIMER: It should be noted that, while I strongly suspect I have Asperger's syndrome, I am not diagnosed. Nevertheless, my score on RAADS-R is 186, which makes me a pretty RAAD guy.
Sorry for this terrible joke, by the way.