"There’s some superstition called lucid dreaming where you can actually control the direction of the dream. Well that superstition last year became science fact. At the Max Planck Institute in Germany they were able to show once and for all that lucid dreaming is testable, reproducible – it is real. They took a person who was about to go to sleep and told them that when you dream clench your right fist and then clench your left fist. Now when you dream you are paralyzed. You cannot move... When this person went into a dream state you can clearly see that the brain initiated orders to clench your right fist and your left fist... in other words, he was conscious while he was dreaming."
From Michio Kaku's recent Big Think interview, a clip from which you can watch below: