What do you do in your lucid dreams?

I’ve been a lucid dreamer since I can remember and I’m wondering what do you do in your lucid dreams?

By the way, recentely when I realize I’m in a nightmare I try to wake up, but usually I just end up in another dream… And although I know I’m dreaming sometimes is really frustrating not being able to wake up as I used to… So I’m also wondering if this happens to you as well…