Once you realise your dreaming, and get lucid, and have your fun, do you then only remember it when you wake up,
or is it like going to a theme park then looking over all the old photos, but in your mind.
So what I’m really asking is: Do you experience it first hand, or just remember it when you wake up?
You experience it firsthand, just as if it were waking reality. It’s as if you’re physically in your mind.
Wow. Didn’t think it was so literal, time to bust out the tiredness!! xD Thanks alot 
Yep! That’s one of the ways I explain Lucid Dreaming to people (when I do ¬¬). Because that’s one of the great differences. In non-lucid dreams you only have the memory after waking up, but in lucid dreams you are actually there while it happens! You are conscious at the moment the memory is being created, so it’s a real time experience 
A friend of mine who introduced me to MILD and WILD has described his LDs as “hyper-real”; to him, they feel more vivid than waking life.
I think a lot of that has to do with what you define as real. (Gotta love the Matrix)
If real is just signals of perception in our brains, the lucid dream can recreate those signals and even give us control over their actions. Brighter colors, more intense emotions, unlimited options…yeah, I’d say hyper-real is a good description.