Usually I can fly, though there can be requirements -- being naked is common, but sometimes it means I have to carry a feather -- or, once, to hold a beach ball between my knees. Frequently I'm limited to swimming through the air.
I've never had a dream where I could dig down. Most of the time, when I dig I can reach a different world with different rules.
But being able to lift a building or shove it aside is rare, and generally if I get hit by a car it hurts. But I can almost always pull something I decide I need out of some container -- pulled a flame thrower out of a U.S. drop-off mail box once, to kill some 'living' skeletons; pulled a chain saw out of a lunch box a different time.
In some dreams, I can go in vacuum and not worry about it, but not in others, though I've gotten to where if I have to deal with vacuum in a dream I pull a sort of rubber boot out of my pocket and put it on; it rolls out into like a wet suit that works as a space suit-- though almost every time, once I put my vacuum suit on, my clothes disappear.
The main element of control is being able to avoid whatever constitutes a nightmare. Dealing with one of those was when I developed my "dig down to another world" ability: everyone I cared for at all was being pulled down underground, one by one. So I started digging, and all of a sudden I fell down into a forest that went on forever, beautiful trees and lush most and grass and ferns, berry bushes and lots of butterflies. Looking up, I saw feet hanging down out of clouds, so I started climbing trees and pulling people on through to my safe haven. After a couple of rescues I stripped and start flying instead of climbing trees.
My favorite trick in dreams isn't flying, though that's fun, it's my "step to where you see" bit, where anything I see is just one magical step away.
I think the ability to fly by being naked came from a (recurring) dream where I'm on the outside of a building and can't get in, but something deadly is coming and I have to get in. I dimly recall a series of this dream where I died over and over, rather painfully. Then in one version I realized that the people on the inside of the building could open the windows, so I just had to get someone to open one. Climbing around, I saw two girls sitting on a bed looking unhappy, and on impulse I started stripping. I slipped off the ledge, but just kept taking clothes off -- I didn't fall! Sure enough, they saw me and opened the window, I climbed in and was safe. Then came a twist: they'd been cursed, and if they didn't have sex with the same guy all in one bed without leaving it, they'd die.
So I have weird dreams.....