Erm. Those dreams seem pretty coherent. Not a patch on the seriously crazy **** that goes on in my head. Phew. Lucky git.
Anyway, yes, I often know I am dreaming. Really useful when you are having a horrific nightmare because then you can almost sit back and "enjoy" it without thinking that it is real. Lifesaver. And I often direct what my character does, as opposed to letting things happen to me. The effect of this is usualy things going a lot slower and more painfuly than they otherwise might. But waking up before the climax is annoying, almost irrespective of the climax. I often end up thinking, "you made me go through all of that, and I don't even get to know if I die or not??".
Not sure what your dreams mean, as I don't know you, but rest assured that you are normal.