I've had plenty of lucid dreams. At first, I had total control over the dreams and experimented with the dream reality; e.g. doing whatever I wanted, making things appear at will, flying, etc. It literally felt like Neo in The Matrix. I learned that, at least for myself, there are two laws of physics which govern lucid dreams:

1. I must abide by the laws of physics which were set-up before going lucid. If it's one of those flying dreams, then I can fly, but if the dream was set to normal reality then I can only jump.

2. I can make anything or anyone appear at will but it must come from out-of-view, such as by opening a cabinet or opening a door. This is extremely useful for keeping a dream going because I lost many dreams due to looking for something and time ran out.