Awesome, your first lucid dream! I had one this morning... sooooo much fun.
Dream control can be difficult at times and the more lucidity you have the more control you can muster. The first thing I do when I become lucid is fly... it has to be my all time favourite thing to do, ever. I had a lucid task I wanted to complete which was freezing time but I failed at it. No biggie, i'll just have to do it next time.
Looking around and interacting with your environment in a lucid dream is one of the beauty's of being lucid

Infact when lucid dreaming all the areas of your brain are actually MORE active than in waking consciousness except for your frontal lobes of course but the more you can convince yourself you're dreaming, the more active they become.
A few things you can do to maintain and increase lucidity areee...
Look at your hands, they will start to melt and you'll know you're dreaming
Spin around really fast, a new environment usually weaves itself (my next lucid task)
say things like increase lucidity now! (never worked in my experience)
Hold your nose and try breathing, if you can breathe then you're dreaming.
As far as DC's (dream characters) go... people report I wide range of characteristics from being flat or 2D in personality to being a slightly more indepth character but still not a complete or convincing person to being a full blown character with a personality. In my experience yes these are creations of our mind (because I have "played god" and controlled a DC before haha fun stuff) although I believe its highly possible that maybe the more indepth characters are real but that im only speculating and im going to do my own research into the world of DC's.