Lucid dreaming is the ability to awaken within a dream, whilst knowing that you are still sleeping. As soon as this happens, you will find yourself in an environment where the impossible suddenly becomes possible, and you are able to control your environment. So, it isn't surprising that one of the first things people tend to try is flying (like a superhero)!
The ability to lucid dream can be experienced by following yourself into sleep. Your body falls asleep but your mind stays aware, until eventually your subconscious starts to generate images. With practice, you will overcome the temptation to fall asleep and start to be able to interact and control the images. This can be done as you go to sleep at night, or by waking earlier from your normal sleep and then returning to sleep with the intent that you will be aware of, and remember, your next dream.
Lucid Dreaming program has specific frequencies which will allow you to stabilize the sleep borderline state, without falling asleep. With practice, this ability will become more consistent and reliable in order for you to experience lucid dreaming.