I think there is some confusion over what lucid dreaming actually means. While control can often be exerted, the definition is being aware that you are dreaming. Any dream you are aware you are in a dream is a lucid one. The control part is often a result of lucid dreaming, not a symptom.
I pretty much always dream lucidly, ever since I was a little girl. The first time I was made aware of it was because all my friends at school kept saying how you could not be in a dream and aware of it. They said that was how you could tell if you were in a dream or reality because if you thought "I am dreaming" it would be reality. I remember distinctly having the most amazing dream and yet being very blase saying "shame this is a dream, it's so great!" while this thought process was not out of the ordinary for me during dreams, I remembered the conversation I had with my friends, and suddenly my logic went "but... if it's impossible for me to be thinking this while in a dream... does this mean all of this is real?". This was a very exciting yet also confusing moment for me, as you can imagine being a little girl stood in the most incredible fantasy land and having heard from friends and adults that there is no way that you could be this aware during a dream, but also being very aware that it would be impossible for it to be anything but... As any small child would I chose to jump for joy and enjoy my dream life for a bit longer and see how it played out. In the morning I sadly accepted that my friends were wrong. It was not until about a year ago that I went to a psychology talk on lucid dreaming that I realised that it was lucid dreaming. I had always thought lucid dreaming was something different and more about control, I guess I thought it might be more... cool?
I absolutely love dreaming, most of my dreams are very vivid and often have long stories in them. I also tend to remember a lot of them, though this is becoming much less true as I'm getting older. Back when I was 20 I would often remember huge portions of dreams, enough that I sometimes found it hard to get back into reality.
I can also link up my dreams, so if I had a dream earlier in the night (or even another night) I can link it up to the backstory of a later dream. I very rarely have "nightmares", in the sense that I tend to always love my dreams, though some of them can be very action packed and even have scary moments. I know that I have altered the courses of my dreams if I didn't want to go one way or I didn't like the storyline of one. This happens fairly often, though I often just play them out. I can sometimes also put myself back into a dream if I wake up having had an amazing one earlier in the night or the night before. I can also sometimes go back and change events, or even "relive" a particularly good part of a dream. Whatever it is I am doing in there, while I am aware it's not something I've ever consciously tried to do, as in I would have no idea how someone else could do it. The control I do exert is minimal though, most of the time I just enjoy going with the flow.
I don't think all night through I dream lucidly, or even every dream, it comes and goes depending on what's happening in the dream. I believe I do it less the older I get, but that might also be just my memories of the dreams are less. I think one of my issues with lucid dreaming has been that because you're aware during your dream, there is less differentiation between dreams and reality. And when you have such incredible dreams, reality kind of sucks in comparison.