I have had dreams like this for quite some time and have never been able to find any sort of information on them, and if anyone could tell me if it is in fact lucid dreaming or something else would be nice. Let me preface this by saying that I almost always remember at least details of my dreams upon waking, if not the whole thing. So my ability to recall dreams is very good. Sometimes when I dream, I become aware that I am dreaming a detail from another dream, usually a place, and I remember that dream while inside the dream which actively changes the current dream to fit the old. As such, I tend to have dreams that can pick up from where the previous one ended, in the same locales and "repopulated" with the same people from the last dream. Sometimes new people. And sometimes I dream these epic dreams, maybe once a year, of extremely complex actions and realistic dialogue and they are very vivid and colorful and seen like real life. And these huge quest kind of dreams happen maybe every eight months, but sometimes I will have smaller dreams that continue those as well. I'm not sure if they are lucid dreams or whatever because in the dream, I do not think I am fully aware of it being a dream, I just know that I've dreamed it before. It's like having a memory for dreams while dreaming.
I don't think the types of dreams you have that are unusual. I have "environments" and "life histories" that continue in different dreams and I remember having dreamed while in a dream. I think lucid dreaming can really be seen as a continuum; there is no sharp line between lucid dreaming and non-lucid dreaming. You can have lucid dreaming where you are aware that you are dreaming and you can control everything in the dream; lucid dreaming where you are aware that you are dreaming but still feel that the events in the dream or out of your control; or lucid dreaming where you are aware that you are dreaming and you think very logically about some things in the dream, but at the same time in the dream you accept things that are totally irrational and nonsensical and you forget things that would be very obvious if you are awake. I guess you could also have a dream where you start to have a suspicion that you might be dreaming but wake up before you find out. Those were only examples that I thought of off the top of my head; I'm sure there are lots of other ways you could experience some aspect of lucid dreaming. I think the fact that you kind of remember your dream having been a dream puts you somewhere in the continuum. In lucid dreaming, parts of your brain that would be active when you were awake stay active. I suppose this affects different lucid dreamers in different ways.