Hey, thanks all of you for your replies!

Right, so it means I'm having low lucidity dreams, sure, I guess I understand that. I've read about lucidity levels aswell, but what bothers me the most was that the first lucid dream I ever had seemed like a fully lucid dream. As I said, I could literally do anything I thought about during this dream.
For example, on my first lucid dream ever (achieved with the FILD Technique) I got up from my room, went out the window into the garden, looked to the floor, looked to the sky, and blasted away Neo-style, and headed to New York. After a while, I teleported back home, summoned my own version of the Ironman armor, and blasted my whole house away xD

And that was the only time I had full control. On my second lucid dream ever, I tried to go through a wall, only to hit it with nothing happening. Flying was something I couldn't do, I could simply float like a hovercraft.
I've been trying lately to achieve some degree of lucidity, but all attempts have failed for a while. Also I am trying the MILD technique JadeGreen suggested, but it seems no results are happening (although I know it can take some time).

So, TL;DR: First Lucid dream ever I had full control, from then onward I progressively lose control up to the point I have none.