What are dreams?
A "movie in you head". Simply, thoughts that you have when you are sleeping where you or someone else you know are in some sort of scenario.
Do they mean anything?
I think so; I feel it's your subconscious telling you things that you may not be aware of. Whenever I look up my dreams in a dream dictionary, they tend to be rather accurate.
If so, what do they mean?
All depends on what you dream c:
Is there any way to make yourself have a dream?
Maybe. I mean, there's times when I start thinking about something right before bed and I doze off and end up dreaming about it, but I don't really think that's considered "making myself have a dream".
What about lucid dreams?
I don't know a lot about them. My friend explained it as "having complete control of yourself in your dream", but other than that, I dunno.