Um... great ideas with ponies. Actually, controlling your dreams is really hard to do because half the time you don't know you're dreaming and if you realize, you immediately wake up. Contrlling your dreams is called lucid dreaming. A technique my HOPE teacher taught me was to write a capital A on your hand. During the day, when you look at your hand it will tell you that you're awake. A=Awake. When you're dreaming, if you ever look down agt your hands and the A is not there, then you will figure out that you're not awake but dreaming. The super hard part will be staying in the dream, but if you manage it after a lot of practice it's your world. Note: Lucid dreaming can take years to be able to do, and not even perfectly. It's like a 20% but it's worth it.
Yes you can control them. What you do is, when you are in bed, you close your eyes and relax, breathe very deep and very slow for about 5 minutes. Then, think about what you want to dream. Imagine the pony with as much detail as you can, the size, the color, etc. and what you want it to do. Do this for a couple of minutes and then put it out of you mind. Go to sleep.