I learned to fly inside dreams too. It was kinda evolutive, begining with "long jumps" and now I can do very long controled flights.
Many times Im beeing stalked by some kinda of aliens/big monsters too. What scares me is the fact that almost always I jump thru windows, so if that shit is not a dream I can end killing myself.
Sometimes the dreams feel so realistic that I think I'm living some kind of doomsday, with Independance Day's styled invasions.
My way to know that I'm inside a dream is to ask people around or try to run. When asking people, they don't speech, and when running I can't get speed and tend to turn backward.