Technique

This may only work for some people:
Lay down, close your eyes, imagine something, create a story, continue with that story until you fall asleep and you may still be continuing with that story while you sleep.

This may not work because it's how I dream and I control my dreams naturally (what I mean is its natural for me, it's now I dream).

This is very similar to the VILD (Visually Induced Lucid Dream), where instead of doing while falling asleep you create the story during the day and keep it for rest of it. Though this is definitely a good suggestion, and like you said might work for some.

Thanks for sharing! We actually see many techniques here similar to this one where you visualize while you fall asleep and the visualization continues during the dream. It must be really effective! I haven't had much luck with this but maybe I'll have another go at it. I would love it if it worked for me.