When i become lucid in a dream, sometimes i tend to study the dream when it comes to sensations, feelings, etc. These are some examples of dreams i had:

--Felling the rain--
I'm in a house and outside it's raining. I don't want to go outside because i don't want to get wet, but then i think: "This is a dream. How can i get wet? Let's see..."
Then i step outside, concentrating on having a force field on my body and not get wet. It works. Rain is pouring down on me but i don't feel anything. Then i concentrate on feeling the rain. And i feel it.

--Body temperature--
I'm in a warm house, i step outside and it's cold. I feel the variation of temperature on my body, from warm (when inside the house) to cold (when out of the house). Interesting.

I'm in a kitchen and i see a delicious almond pie. Can i taste something that is not real, it's created in a dream? I pick up the pie, take a bite and i feel the flavour of the pie. Well, not 100% accurate, but it's a nice sensation and a pretty good imitation.

I'm in a movie theater and all the seats are made of wood. I wonder what it feels touching this in the dream? I pass my hands on the wooded chairs and it feels smooth, like polished.