Once more, I am wondering if your inability to walk through the wall stems from a conscious reinforcement of the notion that it is impossible to walk through walls because it does not work that way in our world. Perhaps in a state of semi-consciousness, this constant mind-enforced idea of physics is mitigated somewhat, since physics and its natural knowledge is subconsciously programmed to the point where it isn't a conscious thought to us, until confronted with the active prospect of just spontaneously achieving flight or walking through a solid object, at which point the normally passive subconscious rule springs into conscious thought. If our actions in lucid dreams can be controlled by us through awareness of the experience being a dream, I can't seem to shake the idea that the physics and occurrences of a lucid dream may also be shaped by us, channeled through the desires of the subconscious. Kind of a like a loop of personal control, until a breakaway is achieved.
RE: Lucid Dreaming: Triggering Conscious Sleep