I have had some, but it's in such a weird state I'm not really sure how much they are a Lucid dream vs. something else. I've had dreams where I am aware and where I can change things, but my state of mind is a hard one to place. It's like I'm awake, but not. I am aware that I'm in my bed and there is the real world outside. And it's like I'm dreaming, but not. Since I am still in the dream, but as I said I'm aware of the outside world.
Maybe that's the exact definition and feeling you are supposed to have. I know you are supposed to be aware that it's a dream. But are you also supposed to feel like you are in the real world at the same time? I'm not so sure because I think I've had dreams where I am aware they are dreams, but I don't feel the real world presence. I also wasn't able to control outside factors.
To be more specific, one of these dreams in the second example I was describing had me running through a house I had never been in before, frantically looking for a place to hide as I was being chased by a man with a gun. As I entered a bedroom I realized it was a dream. I don't remembered what happened before me entering the bedroom however so I don't know why I was being chased. So I was still frantically looking for a place to hide, but I was no longer afraid because I realized it was a dream. So I think that much hindered me finding a really good hiding spot as I just hide beside the bed instead of under it... Real smart I know. But again I couldn't control anything or my actions. I just knew it was a dream.
The man obviously found me and killed me, however I got a game over screen much like resident evil's. My mind went all white and then "you are dead" appeared in red letters. Too many video games maybe
As for examples of the other kind I describe, I don't really remember. All I can say is that I knew I was laying in my bed at the time and had a blast as I could make anything I wanted to happen. So was that just a more vivid day dream?