Actually, in response to your question about "controlling" the dream, it is possible. However, the odds that you will remember that you're dreaming are slim to none, but it has happened to me once or twice. It was odd, I just sorta realized, "Hey, I'm dreaming," but usually I just try to stop myself from waking up. You could, in theory, do pretty much anything if you try, but to try you seem to need to be almost awake. I dunno, if I ever "control" one I'll tell you.
By the way, Yellowstone does have a huge volcano beneath it, so it could blow up in theory. Do yourself a favor, though, and DON'T STAY UP READING!!! I never have nightmares, and it just so happens that I am always in bed at a decent time.
As far as the monster goes, did you watch "Frankenstein" before this dream started?
Prayer is a HUGE help as well.