Welcome!
I'm not that much of an expert but I know a little. As far as pain in dreams go, mostly if you expect it to hurt then it probably will. But that just what you think. If your lucid in your dream then you should remind yourself that it's just a dream and you can't get hurt. As for me with pain in dreams, the last I can remember was getting shot in the arm with an arrow, but that was in a non-lucid so at the moment I didn't know it wasn't real.
If you have some dream character bothering you or trying to hurt you, then pay no mind to them, like turn away from them and say "he's not there" or something along those lines. Just convince yourself that persons not there and hopefully they won't be. It's works for me. (Also works with making people appear)
For your actual question of why you can't control your dream, I know not much, maybe your just distracted by something else and can't focus? Just know that everything around you in your dream is created by your mind or you, so therefor you are the creator and should be able to control everything.
Hope I was somewhat of a help!
-DQ