What does Lucid Dreaming teach us about consciousness?

When the body is at rest, we're still able to recognize our consciousness in a dream state. During this state of dreaming, you're able to take full control and freedom to create and do whatever you want. Want to fly through the galaxy? Go on a date with Sydney Sweeny? Make the winning touchdown pass in the Superbowl? Spend time with a loved one who has passed?

We have the ability to unlock the ultimate VR headset with no physical restrictions.

What does this tell us about consciousness?