I think the only limit is your imagination!
And with imagination everything is possible! 
For example: if you have problems going through a wall, it’s because you imagine it’s solid. Imagine it’s an illusion and you can go through or it’s a big modeling clay or jelly. The limits are only the limits you imagine. Imagine that you have no limits and everything is possible (takes practice of course. 
).
Im not sure because there are some thing which not depend about our imagination.
I mean in a lucid dream I think it’s not possible to meet other “real” people.
And in a lucid dream can we have access to our memory ?
yeah, of course you can have access to your memory. There may or may not be a limit on just how much of your memory, but you can at least access it to an extent. and like somebody else said, there are certain limitations which are out of your control in a dream. there is really no limit to what you can do yourself, but there are limits on other factors in your dream. like when you ask a dream character a question, it is pretty impossible to know or control what they will say. i would consider that a limit… Like when you tell DCs that you’re in an LD, the majority of the time they look at you like you’re crazy or tell you that you’re out of your mind. even though you know and believe that you’re dreaming, other parts of your mind seem to disagree. So i would say that one definate limit is the disability to control every part of your mind at once in a dream. certain DCs will say unpredictable things, and events will occur that are out of your control.
Sorry, I don’t quiet get what you want to say! 
Could please go into more detail! 
Sorry (for my english) I wanted to mean that :
I think In lucid dream we can’t control everything, because I’m not sure if it’s possible to access to our memory. (But trophycase said that is possible and is really great if we can have access to our memory.) And as for me I think it’s not possible to meet other people in our dream. I mean not DC but real people. For example Im in lucid dream and you too, and I think it’s not possible thank’s to lucid dream to speak with real you. So for me it’s a limit.
But as said trophycase there are many factor and we can’t compare our self and other factor.
I hope i was clear ^^¨¨¨
Well, maybe I should’ve put “everything” under quotation marks, but that’s what I’ve meant! 