False.
Everyone dreams (every night, afaik). Many people have trouble recalling their dreams, but this problem can easily be solved with some simple recall methods. In most cases, simply telling your subconscious "I want to remember my dreams" a few times before you go to sleep will do the trick.

If by "control your dreams," you mean control what happens in them, that is called lucid dreaming and it is much more difficult to accomplish. I've been lucky enough to have two lucid dreams in my life, but they were by accident, and they didn't last too long. The second one was several years ago, and I haven't been able to recreate the sensation since. But there are several methods out there which can help you with this, though they typically take weeks (or months) of constant training.
The next poster didn't know it was possible to control your dreams.