I have complete control of when I daydream, but I have almost no control of what I dream about. The music/movie/book will control the way that the dream goes. I like it because it can take me to far away lands, alternate realities, or to my hopes and dreams. I guess that's why I consider it a gift more than a curse, it's a fun escape for me just to strap in and enjoy the ride. :D
I don't quite understand what qualifies as control. I don't seem to be able to change much when it comes to my daydreams, from the names of my characters to how they act. I cannot stop a sad dd, or change the way a song affects them.
I can choose not to control mine if I relax enough. I have to be really into the daydream before that happens, though, and sometimes it makes my daydreams turn out a little weird.