There have been times that I have been able to control my dreams. In one dream something really bad was going to happen to me, like someone was going to get me, and I thought to myself, NO..I'm going to walk out the door and go to a nicer place, and WOW! it worked....
Another time when someone was after me, I said to myself" NO..I'll just ignore him, he can't hurt me." But this was harder cause I had to stand there, in my dream, and really believe that I was going to be OK..And it worked..Aha...no power over me......
It seems that I only care to change them if It's a bad dream...I'm a vivid dreamer, and dream every night...Lucid dreams give you power.
I don't really like to change most of my dreams, because I enjoy them...
As for our brains using as much energy during dreaming as in waking, it has been theorized that our dreams are our created reality in other dimensions. If you could understand the symbols in your dreams, you could learn much about how to improve your life, and communicate with others in the other dimensions, angles, etc...