Heheh all you have to do is hold the thought of whatever it is you find interesting before you drift off to sleep. If you want absolute control of what goes on in your dreams, you can make yourself become lucid by having a certain trigger that helps you realize that it is all a dream. The way I usually trigger lucid dreaming is I practice trying to float up in real life, when I am awake. Whatever you do enough of becomes such a habit that you also start doing it in dreams. In real life, my physical body doesn't levitate and fly everywhere. But in the dream world, what I perceive to be my body levitates. That's how I realize I am dreaming.
Once you gain the realization that you're dreaming, the whole dream environment becomes yours to mold since you now know you are capable of doing whatever you want. My favorite thing to do is fly across different settings. All I have to do is think the thought that I want to see beautiful landscapes. It's important not to have fearful thoughts when lucid dreaming, or else your awareness may slip and you may progress into a regular dream/nightmare where you have no control.
Edit: I should probably add that if you use the levitating method, there is a chance you may find your spirit not in the dream world, but floating up in your own room, just out of your body. Don't worry about the sounds and shaking feeling that you hear/feel when you go back into your physical body; they are the sounds and vibrations that accompany sleep paralysis, not "demonic" as some people believe.