Image Source
In theory, you can do anything, it’s just hard to overcome the limits your mind has set from being in the physical world so much, if that makes sense. You can fly, which is really cool since it feels 100% real. You can build worlds, have super powers, etc. You can also use it as a strategy to overcome nightmares.
I always recommend the book Exploring the World of Lucid Dreaming because it has a lot of strategies for not only becoming lucid, but also just pushing your limits and becoming really good at creating a vivid world in your dreams. It’s pretty old so there are probably PDFs of it floating around, but a used copy is really cheap too. I can send a couple techniques from it on here when I get home a little later!
The main thing to practice though is actually becoming lucid in the dreams, there are a lot of different ways to do it and different people prefer different techniques. I like the WILD (wake induced lucid dream) method the best.