They are called the "dream yogis." They engage in lucid dreaming, as part of a methodology, towards the great goal. They can go lucid, without effort, where for most, it might take weeks, months, or in some cases, years, before experiencing a lucid dream.
The most effective way to go lucid, is to ask yourself, regularly, throughout your day, "Am I dreaming now?" Don't answer right away, even though, you know you are not dreaming. Pause, look around to see if there is anything out of place. THEN answer, "No, I am not dreaming."
The more you repeat this during the day, the more likely you will ask the question in a dream. When you do, you will engage in that process, of looking around for something askew. And in your dream you will find it! And you will say, "Yes! I am dreaming!" This will be a great moment for you! And in time, you will be able to use these experiences to move you forward, on the spiritual path!