You're not in control during waking life, either. The concept of free will sounds nice but doesn't pan out scientifically. Just think about it.. you take a drug, the way you think changes. Your dopamine levels increase, the way you think changes. A child gets a hug from his mom, his endorphine levels rise, he's happy and feels all warm and fuzzy. It's chemical.
There are even more glaring examples if you really think about it. If you think about it, the whole 'War on Drugs' (a U.S. program designed to fail, but increase federal taxes and revenue) is a joke. People will ALWAYS obtain certain psychological states of happiness and satisfaction from drugs. Some peoples' bodies create plenty - they say 'my drug is life.' (nonsense) Some people drink coffee and consume a drug deemed not profitable enough (by the government) to be made illegal. Some people smoke pot. Some people smoke cigarettes. Some people exersize and their brains release drugs into their bodies, rewarding them for what they just did. Some people LD and their brain chemistry is changed, flooding their brains with chemicals making them practically orgasmically euphoric (one of my drugs of choice.) Others turn to religion, the opiate for the masses.
If I wanted to become a dictator like Castro or Jiang Zimen I would socially engineer my society using SSRIs developed in France or Swizerland (they make the safest, least habit forming variety.) I would then dispense the stuff first in state-provided food, then tell people they aren't getting enough of 'nutrient x' (the ssri) and when people reported to work they would prompty be given a dose. When they stayed home and were lazy and didn't contribute to society they wouldn't receive any X. The would therefore be miserable. Eventually their brains would believe that service to me and the state = happy. I would then ween them off of nutrient x and replace it with a sugar pill. Eventually the state would 'genetically engineer our foods' to contain nutrient x (or lie, saying we did) and the placebo effect would do the rest. Voila. I win. I rule the country and my citizens are thrilled about it.
Do they have free will? Nope.
There are a select few truly miserable bastards who find something morally wrong with all the synthetics or botanicals, they're too freakin' lazy to exersize, and they don't want to go to church or synagogue or mosque or whatever. They feel obligated to work in a miserable job and have no real hobbies besided obtaining material posessions (which do NOT make you happy) and they go through most of their lives miserable and hateful. Perhaps THEY are the closest thing to free thinkers out there. Is that what you want to be like? NO because the chemicals have you!
They have told you that it's better to be the way you are!
Seriously though, dreaming is just as real to us as being awake, and we definitely have as much of a free will in dreams as we do while we're awake. The reason we don't think of dreams as being integrated into our reality like memories is that the MCF (Memory Continuity Facilitator) function in our brains is turned off when we go to sleep so that the chemical it uses to do its work can be synthesized.
I make it sound like we're zombies in this post, and I've done so as sort of a joke. We have control over our thoughts, but it can be very difficult to overcome the desires that the chemicals in our brain cause. Christianity refer to these desires as 'Carnal' in latin or 'Fleshly' in english. Those who follow that faith are encouraged to 'overcome fleshly desires ..by the renewing of your minds.' Hinduism teaches something similar with ancient kundalini worship.
Interestingly, both teachings encourage mediation as a method for acheiving control, and to be very good at Lucid Dreamin, one form of mediation or another is necessary. Maybe, just MAYBE we can have the good feelings + control over our thoughts and impulses if we learn to lucid dream and really use the experience to HELP ourselves, not JUST have 'lucid sex' and so forth as DavemanUK pointed out in his reply to the post 'cool dream last night.'