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You can teach yourself to lucid dream. I taught myself the ability many years ago.
I don't use it much anymore because it does interfere with a good nights sleep.

First tip for those who want to try, when you KNOW you are in a dream, force yourself to look at your hands.
It's not as easy as it sounds but it's the first step to being able to control the elements in your dream.

Second tip for those that want to try, do not lose the ability to differentiate between dreaming and reality. When you become really proficient at lucid dreaming, at times the line between seems to blur.

You don't want to try some of the things in reality that you want to try while dreaming.