2. Keep a dream journal.
3. Do reality checking throughout the day.
4. Meditate before sleep. Do a relaxation exercise. There's 100s of them.
"Lucid Dreaming: A Concise Guide to Awakening in Your Dreams and in Your Life" is the definitive book on the topic that everyone copies. No one has additional information.
It haunted me for some time after because I never expected something like in the movie inception to be possible in real life.
A study to test this would be simple - test skills level at something (e.g. chess), and then have the study participant study "in their sleep" for a month. Test again. It has never been done. Not even close. As it has never been done, I strongly believe you are misinterpreting / over-stating your results.
I have managed to fly a few times, but the first couple of times I tried, I jumped and fell flat on my face! I don't really experience pain in my dreams though.
The first time I had a proper, photo-realistic dream with complete awareness that it was a dream it blew my fucking mind in a way that was almost religious. I could feel the sun on my face, and the texture of the sidewalk I was walking on. I couldn't stop looking at plants! It was incredible to see every leaf and twig with the realization that they were being entirely rendered by my brain in real time. TRUST ME, those experiences are completely possible, and the detail a brain can create is nothing short of ASTOUNDING.
Upon reflection, it makes perfect sense. EVERYTHING you conceive of or percieve in your waking life is a lie, essentially a hallucination of sorts. It is a mostly high-level construction and summary made by some part of your brain based on sensory input. It turns out, your brain is perfectly capable of synthesizing the high level construction without the fine-grained sensory input.