I used to be quite good at this. In a similar vein as asking "am I dreaming?" I got into the habit of slapping my hand palm up on a table and saying "apple!" while willing an apple to appear. One day, it did. I realized I was dreaming and simply started bicycling my legs into the air, and I proceeded to fly around my city (Boston at the time.) The first time, it was exhilarating, but my excitement kept me from easily falling asleep, and I'd wake from dreams really easily. Then, few months later during a period of high stress, I did it again and managed to stay asleep while swimming above my neighborhood. I found when under high stress, I'll get these aware dreams where I can just imagine whatever and it manifests. However, its sorta boring after a bit, you can't surprise yourself, and my life is not so stressed anymore, so I have not had such a dream in a few years.