Why can't I do anything cool in my dreams?

In a few recent dreams, I try to do something cool, even something mundanely cool (like riding a horse, for instance) and I am always stopped.

In one dream, I tried to get into a drag racer that was supposed to be futuristic and would go very fast. I had to climb down a rope ladder to reach it but my legs got caught in it and I never got to ride in the car.

Another instance was a dream where a bunch of family members and I were going to ride in this thing that looked like a turquoise pipe (no seats or anything). I got scared of riding and got off. I did some things and when everyone came back, I learned they had stopped in India and I thought "Darn, why didn't I ride the tube?"

I also can't do anything like fly, teleport, or any basic manipulation (i tried to use a gun in a dream and it only went *click* even after I willed it to go *BANG*)

How do I fix this? I heard it has something to do with self esteem. I want to do something other than walk around and stare at my dreams.

Yes, being able to perform dream control has a lot to do with self-confidence in your abilities.

You can compare this with trying to imagine something in your mind.
For example, try to imagine that you walk closer and closer to a building - what will happen then?
Most likely, you will probably actually feel yourself walking into the wall and bouncing back, even though everything is in your mind!
You cannot usually imagine walking through a wall that easily, since doing something like that is very unnatural, for obvious reasons.
Lucid dreams work the same way - you are used to something working in a specific way in waking life, and therefore it can be hard to convince your brain that those kinds of things are possible all of a sudden.
If you attempt to fly, then you will instinctively expect that gravity will pull you down, since this always happens if you try to jump up and fly in waking life.

The art of dream control is to teach your brain that dreams don't have any clear rules.
One way to do this is by "cheating" - for example, you can imagine that you will find a jetpack or something around the next corner, and use that in order to get up in the air.
Then you can try more and more complex forms of dream control until you are confident enough in your dream control abilities.

Personally, when I want to fly I just find a very tall building and jump off it - this gives me some time in the air, and if I stare into the distance for a while then I will not really notice that I am falling, since I won't see anything on the ground getting closer to me - and this will usually result in me staying in the air.

Like Laurolindo already said, understand that you're essentially stopping yourself. Your own belief and expectation dictates what you can and cannot do. The more you can 'suspend your disbelief', the more you will be able to do things.

I've found that it can help to focus on the goal, rather then the act. I used to have quite a lot of trouble controlling my flight. I'd often not get off the ground, and when I did, I'd have a hard time not flying too high, or floating back to the ground, or going in the right direction. But I realized that was because I was focusing on the act of flying itself too much, and not on where I wanted to go. Effectively, my flight wasn't going anywhere, cause I wasn't giving it a target to go too.

-Redrivertears-

OK, I will try those suggestions as soon as I master lucid dreaming (I used to be able to lucid dream a little bit until I lost interest, but now I'm back). I am currently in the dream journal stage.

Basically what everyone is saying. Expect it to happen.