Lucid dreaming, also known as dream yoga, is gaining attention in the West. But the practice has been refined over the centuries by Tibetan Buddhists and Taoists, who use it as a tool for reaching enlightenment. Yogis, believing that the "dream body" is better able to feel subtle channels and chakra, have also used lucid dreaming to perform physical yoga and meditation, and to communicate with spiritual teachers. But the main point is to help you see that "reality" is like a dream—constructed in the mind. If you can see through the illusion of your dreams, you can more easily see through the illusion of reality, too.
Lucid dreaming can be particularly useful for breaking through negative emotions. For example, if you interpret a nightmare about a monster to be, say, fear about a relationship, making that mental association can be therapeutic. And in a lucid dream, you can actually confront or change that monster.