Has any body dreamt that they were dreaming?

I did. It was so weird. While sleeping on the sofa, I dreamed that I woke up on the sofa and my wife was entering through the front door. Something happened to make me think, "That's odd." I "woke up" again, but I was still in a dream.

I don't have details because it was more than a year ago, but I remember the experience.

(So I'm spiritually mature? Great! Now what? ;-)

I'm pretty much a chronic lucid dreamer. I almost alway know when I am dreaming, but I rarely DREAM that I am dreaming. It actually HAS happened a few times, though.

Sometimes I will reference one dream in another. I will think about one former dream while in another, and know that it was a dream.

I have an ongoing problem that commonly pops up in my dreams - getting lost because landmarks change around me. So I often catch myself thinking in dreams, "Since this is a dream, I'd better not leave here because, if I do, everything will change and I won't be able to get back again," - which indicates an immediate awareness of the fact that this has happened to me in other dreams.

What I REALLY wish, though, is that I could exert more control over my dreams. I can exert SOME control over them some of the time, but there are other times when I make every conscious effort and it doesn't work, or works for a moment and then unravels.

Yes I did. Not very commonly but I've had it happen before. Maybe it's because I'm a chronic lucid dreamer - I can almost always know that I'm dreaming, and I can control what I want to dream about most of the time, unless I'm really tired out. Then I usually don't lucid dream.

Yes; what you describe is a variant of lucid dreaming, where typically you wake up from a dream, only to discover that you woke up into another dream. It doesn't happen to many people, but it is far from uncommon.