If I become aware that I am dreaming, I try to control the dream - but often I can't, which is frustrating. But it does help me deal with the dream, as I can remind myself it isn't real - sometimes it helps me not get so stressed. Sometimes it doesn't.

The worst kind of dream is when you realise you are dreaming, and then you dream you wake up, and you think you are awake, but then something terrible happens and you don't realise you are still asleep. Kind of the opposite of lucid dreaming when instead of not thinking about it, you are SURE you are awake. I hate that.