I used to keep a dream journal! While it was a lot of work to force myself to scribble out everything I could remember whenever I woke up during the night or first thing in the morning, it was one of the most interesting things I have done. I found myself beginning to remember multiple dreams every night. After probably 100 entries I finally was able to realize when I was dreaming and become lucid, but I always woke up shortly afterwards. I was never able to gain control of my dreams or change things, but that was my goal. If I hadn't experienced it myself I don't' think I would have believe lucid dreaming was real. I stopped when work became busy and I wasn't getting enough sleep and needed to just focus on that. I should start again though. Have you ever had lucid dreams?
I definitely have, but I can't seem to tell if that was from keeping the journal or not. I've had several dreams where I'd perform reality checks that would lead me to the conclusion I was dreaming. The concept is that if you make a reality check (like checking the number of fingers you have) a normal, frequent part of your life it will logically begin to appear in your dreams, making you realize that you are in a dream and ultimately lead to becoming lucid. I wanted to try this out, but I never was able to maintain the constant reality checks, and dream journalling has always led to vivider dreams I could actually remember (and requires a bit less commitment).