Control in a lucid dream is like herding cats, it is not a fruitful endeavor. I can intensify the dream and make it much more vivid. I have partial control over what I do some of the time; sometimes I can fly, or ask a dream character a question. I have no control over the dream characters, the thread, or the environment. (Not being able to have normal control of the environment is used as a dream sign by some dreamers, for example, flipping a light switch that does not dim or brighten a room.)
Most of the dreamers I know at Lucidipedia do it simply for recreation with their goal being the three F’s (Flying, Fighting and…uhm… err… Fornicating). I like to think of it as tool for exploring the sub-conscious. It is interesting to realize you are dreaming and be able to ask the three headed demon chasing you why he is being such a jerk. The answer can be surprising. If he still seeks to do me harm, I can tell him he is a dream character and surface from sleep.
It is also an exploration of consciousness. The thing it is like to be something. If I ask you if you are self-aware, your will likely answer yes. Now if I ask you if your current state of self awareness is the same as is it was before I asked, what would your answer be? Similarly, your awareness of self ebbs and flows in a lucid dream. I find that bit fascinating.