Robert Waggoner in Lucid dreaming - Gateway to inner self talks a lot about this topic and he provides lots of detailed accounts of him or his students duing just that. If you have not read this book, I highly recommend it.

I have asked "show me something important for me to see". A light portal materialized high in the skies, but I woke up before I could get there.

Another time I asked I think the same question, and something like a scoreboard showed up with something written on it.

I have a whole list of things I wanted to ask:

- show me something important for me to see
- my purpose in this lifetime
- show me my most important/successful previous incarnation
- how to have more/longer LDs
- something beautiful
- what would my cats want me to know
- take me where I can learn
- teach me what I need to know
- take me somewhere interesting
- how to be a better person
- take me to nearest inhabited planet