Frankly that's a wee bit of my cup of tea since I've dealt with this on occasions.
From my personal experience you can, although can't say if you can control them all the time. If anything what I've been having sensations about proves rather otherwise. It also varies in density of the feelings and what kind it is.
It's something nice and refreshing to awake among, say, some Alpine green scapes with light chill breeze and little fog and feel every ounce of it. It's whole other story to wake up among the battlefield having no control over urge to burn everything around you. It's even worse to feel dying in this dream.
You can also say that lucid dreams are, in a manner, your brain's response to possible frustrations or things that might bother your body or soul while you let yourself to rest with your eyes closed.
A good note on how to do it very simply is by making a subconscious routine of asking yourself "Am I awake?" That way when you do fall asleep and you dream you will ask that question to yourself and then realize you were dreaming. Anyone can do it with zero experience of lucid dreaming because when you become aware of dreaming, you then posses full control of it.
This method has worked for me and there's a book on it called "a field guide to lucid dreaming" where in the beginning it talks about an experiment where scientists told someone to roll their eyes back at them once they lucid dreamt. The person remembered what they asked of him and rolled there eyes while they were shut while they were dreaming just to see such a thing exists.