I have only ever had one dream in which I died...I woke up in hospital two days later. Go figure. I was about 4 years old at the time.
Since then though, i've learned to control my dreams. When i'm falling, I learn to fly, when i'm being chased by a group of thugs, I learn to hide. When I'm being hunted, I become the hunter.
I don't know, maybe it's because i'm such an optimistic person, but the last nightmare I had, was from that dream that I died in. I've always had...dreams.
Sometimes in my dreams, I dream exactly what I am going to do that day, and although rare, I thought it was normal. (Although I am still slightly freaked that it does happen). Sometimes I have dreams that flow from one to another, and unlike most, I dream through all sleep waves. From the lightest form of sleep to Delta Wave sleep. (the deepest I believe)
So in my experience my determination allows me to control my dreams and where they take me. I've learned that it isn't myself I need to control, but the surroundings...(which is why sometimes when i jump in my dream, I don't come back down unless I want to)