Question

Some people will realise that they are dreaming while the dream is happening​

Answer 1

That is true; after becoming aware of the fact you are in a dream, not knowing how to wake up, I suspect it is a frightening experience. On the same token, by becoming of your inward presence, you have the ability to change your thoughts, and can change the world inside of your head. These are called lucid dreams. If you ever become aware of the fact you are inside a dream, what would you do? Would you try to wake up? Would you try to make the world of your dreams? Even if you wanted to, do you think you'd be able to? If you wish to learn how to experience lucid dreams, there are many tutorials online, teaching you step-by-step how to lucid dream.

Answer 2

Sounds like lucid dreaming, lucid dreaming is when you are aware that you are dreaming, pretty cool experience to be honest, when lucid dreaming you can do anything, maybe do things you can’t do, and experience new things!