
Some people have this ability naturally, but still, it requires practice in order to have lucid dreams regularly. But the good news is that anyone is able to learn it. It is a great opportunity to self exploration and to experience thighs taht some don't even dream about! No pun intended :-D
Historical records of lucid dreaming refer to it with mysticism, and were usually associated with divine revelations. Lucid dreaming was usually related with spiritual world and was treated with respect. Indian shamans would be recognized by having a lucid dream. Tibetan Buddhists were practicing a form of yoga in attempt of making a person stay conscious while dreaming.
The first person who used the term "lucid dreaming" was the psychiatrist Frederik wan Eeden, who described them as when someone would have the insight of being dreaming.