I have done this unintentionally on numerous occasions. Usually, I realize that the things that are happening don't make sense or that I'm in a store or place that doesn't exist anymore. I've tried then to control what is happening in my dream, which is very difficult for me. I usually think "hey, this is a dream, let's do some messed up stuff" but then I start thinking "I hope I don't wake up" and then I wake up before I get to change the outcome of my dream. Either I wake up, or the dream vanishes into another dream and I forget that I'm dreaming. But I do have definite realizations that I'm dreaming and can only do anything while knowing this for a short time before I wake up or am swept away to another dream which I believe to be true(I get refooled into thinking that my dream is real). I always remember it in the morning and say "damn, I forgot to control it again".