Visiting dreams?

Has anyone tried to do this or heard anything about it? When I was 9 I had two older step brothers before our parents split. The eldest, brandon (14 at the time) told me about lucidity, and he read a lot of books about it. Onetime I was dreaming that my other brother bailey died, and I locked myself in my room and cried, but than brandon came and told me that everything was alright and was just a dream and I could just wake up. I woke up and went to Brandon and told him about the dream and he said he had infant visited my dream. I know he could have been lying and trying to show off but before the Brandon figure told me I was dreaming I had no idea. I was just thinking about it and decided to post it here.

No evidence against it, nor for it. Believe what you want to, no one knows whether it's possible or not.

Dream sharing isn't a proven phenomenon, so whether he was there or not is uncertain and up to you to decide. The possibility exists that it was him in the dream, but it could also have been a lie.
Just believe whatever feels right to you.

As the others have said, dream sharing is an entirely personal thing. Some people believe it, some people don't. It is entirely down to what you believe in yourself. It's quite a controversial subject, and lots of people just shut the possibility out of their minds wholeheartedly simply due to the lack of evidence towards it, but I like to keep an open mind. It may or may not have been dream sharing, it is entirely up to you to decide so.