Almost every night.
Fortunately for me I only dream nightmares though, still, I can make my own choices.
I guess it's entertaining, having the ability to fly, hover, survive leaps from heights impossible.
Beating opposition to death is always fun. Anger relieved.
I think it has to do with how your brain works to be honest.
But, I do recall if you take in a bunch of sugar products before bed your dreams will definitely be more vivid, if you do manage to fall asleep.
Like drinking soda, or eating candy and snacks, or both.
For me it started one day when I was younger, what happened was that out of nowhere I pulled a controller out of thin air.
Shaped like a PS1 controller, where I could enter codes to do shit, then from there I progressed into being able to control how to exit dreams, my then method was, because I was still sort of awake and asleep, if I looked upwards and to the right hard enough, it would click in my eyes, letting in air helping me open them in real life.
After a while I also learned how to hover above the ground, which I like pretty much, use it almost every night to save time not walking or just hovering over shattered glass to not step in it to make noise or make feet mash.
Beside the sugar tip I just gave you, I'd recommend trying along with that, if you can, when you do wake up, keep thinking about what you just dreamt, progress with it as if you were still sleeping, in your head, keep your eyes closed, then fall back asleep and since you didn't do anything else after you woke up, besides maybe drinking that soda beside your bed, your brain doesn't really have to process any new information.
Once you do go back into dreaming as you never really left the trail in your head, you'll likely still be in the same dream, with minor differences, skews or similar artifacts, you will likely be able to use the exit strategy or even lucid dream from that, since you yourself just re-entered a universe your mind had made, but on your own terms.
Sort of like a dream within a dream.
What are dreams? Who am I?
I'm the boogeyman, don't venture too far.