You don't always have control in a lucid dream. It will get better with experience. You can also read some tutorials on DV Wiki. But the blurriness and waking up too soon can be taken care of by stabilizing the dream. Again, there are great tutorials on this subject. (I don't have much experience with either of your problems).

When you see through your closed eyelids, I believe that's astral vision, using your third eye. And yes, it's quite possible, that you have been lucid dreamning as a child. That's the prime age for that.
Happy dreams