I believe there is much to gain through control of one’s own dreams.
On one hand your dreams can be your future reality. Gaining control of those dreams and ambitions will serve you well.
The other types of dreams happens when you are asleep. These represent your own imagination, your own universe if you will. Gaining control of these nightly activities may prove quite useful as they are the gateway to creativity and to imposing your own on the common reality around you. Maybe the two types are but aspects of one.
Ever since I was a child I had some control over my dreams at night. I could conjure scenes and populate them with people, things and monsters. I could sometimes decide I could fly. Or be invulnerable. But often the dreams got out of control and happily so. Except when the monsters got out of control, then it became a nightmare. I would often know that I was dreaming, and sometimes I could press myself to wake up from a nightmare.

A maze
The coolest experience I ever had while asleep was when I conducted an orchestra while I on the fly composed the music – violins, cymbals, clarinets and the rest of the ensemble. That was incredible. In fact I couldn’t believe I was doing it, so I decided to wake up to find out if I got the music as an external influence from outside my dream. As I woke up, I could hear the silence of the night. No music. Nothing. So I got back to sleep and picked it up from where I left it, only this time I decided to up it a few notches; I decided to mix the classical orchestral piece with Billy Idol’s “Hot in the city”. That was freakin’ amazing.
A few notable out-of-control nightmares kept returning – stuff that just wasn’t controllable. I would say there was a 30% chance in any given week that I would have a nightmare – pretty constant throughout my life. Until I finished OT 8 (a spiritual level in Scientology) four years ago. Since then, I have not had one single nightmare. If that would have been due to sheer chance, it would compare to picking up one single predefined proton on the way between our Sun and our nearest neighboring star (Proxima Centauri) (the chance is roughly 1 in 4*10^31). Albeit one of the very small gains from doing OT 7 and 8, it is still a distinct one.
I would argue that one of the symptoms of gaining more control of my life has been how well I can “play” my dreams – both while asleep and awake. Both are cool – but playing out my dreams with others in the game of life is the coolest.