What you're describing there is called lucid dreaming. You can actually become a full-time lucid dreamer, who embarks on fantastical adventures that seem completely real every night. I've tried to do it myself but the results are marginal at best.
I started having these "lucid dreams" when I was about your age. They were really fantastical. I don't have them as much anymore. What's really nice is that when I realize I'm dreaming in my dream I can do whatever I want. If I really don't like the dream then I tell myself to wake up, and I do (about 90% of the time). Other times, I'll decide that if I'm actually bored with my dream, I'll go do something fun like fly. Sometimes, I dream that I've woken myself up from a dream, but I really didn't. After about 15 minutes or so of thinking I'm awake, I'll realized that I'm still dreaming when something ridiculous, illogical, or improbable happens. Usually, I am able to wake myself after that.