I'm one of the lucky people: I have dreams every night and can remember them almost as consistently. They're usually pretty exciting dreams too, not just dreams about work or school.
Frequently I dream from another person's point of view, or from the POV of an omniscient onlooker, or from many characters' points of view at once (I'm never really sure how that last one works out, but when I wake up, that's the best way I can describe it). I've been Peter Pan, a bear, a man, a troll, dead, a pirate, a dwarf, a mermaid, a werewolf, Harry Potter, and all sorts of other crazy individuals.
If my dreaming ever starts to get too hairy, I can always revert back to my all-powerful self, and swing the dream in my favor: when that dragon had me cornered and I was about ready to fall prey to his nasty fiery jaws, I made a bat appear to divert his attention, which allowed me time to escape. And if my omnipotent self doesn't work, I have occasionally managed to wake myself entirely. The only things I haven't yet mastered are the massive waves at the beach--they're always trying to kill me--and the bees (why bees? I don't know).
My dreams are instructive too: over the years I've taught myself to fly, so that is pretty much second nature. As far as real life attributes go, I've learned how to drive a stick-shift car and sing alto because of my dreams, and I attribute my job I worked during college to a dream that I had seven months before I actually became employed.
I wonder, then, if dreaming is so enjoyable to me, why does it always take me so long to get to bed?