It is really hard to be concious while making your dreams up, in fact it is nearly impossible to go to bed and have a clear thought of "Okay, I am going to dream of this and that, etc." You have to understand that when you dream, you are unaware that you are sleeping until you can tell the difference between reality and your dream. However, you can always imagine things or picture them in a way that you are obsessed therefore, you keep your thoughts and when you dream, your express your thoughts. For example, when you listen to a song over and over, you eventually get it stuck onto your head or even learn the lyrics. This is the first step into making your own dream. Usually the morning after you dream, you possibly wonder: "Why did I dream of this, it is so unlikely and totally uncalled for" (at least I do.) This is because you had a mere glimpse of imagination or you brought one of your fantasies or thoughts into your dreams. It is true that anything can happen withing your dreams but you can't really control it. That is why it is also hard to bring someone else into your dreams.
If you want to learn more, you can watch a recently new film called Inception. It is a very good movie, but I think it depicts the reality that happens when you are unconscious and how you dream. I hope this helped or answered your question :)
Lucid dream are possible. i have had one that i can recall, but its not as people describe it. you can indeed control yourself, but not much else. it occurs with above average neural activity. But interpreting dreams is very difficult, and usually inaccurate. However having said that the person may enter a state of Confirmation Bias (like deja-vu, they constantly see your interpretation in their daily life, even when it was there before, they just didnt see it) . Seeing as dreams are manifestations of a persons subconscious, interpreting them is about as effective as interpreting a "uncovered" repressed memory, which wasnt really a memory, just an implanted idea a psychiatrist may have (intentionally or not) planted into ones mind.