One time i want to create a dream character and tell him to tell me the funniest jokes ever. Do you think that you’re mind would acually create funny jokes for the Dream Character to tell you? Like jokes that you’ve never heard about or something? that would be cool, then write the jokes down ;D
You would probably find them really funny in your dream. 
But when you woke up you would find that they weren’t funny at all. 
Most likley what Moogle said would happen, but there is a chance your mind would be able to create something for you.
If you ask me, I think it would be the other way around. I have had some things in dreams before I was very serious about, but thinking about it after waking up, I thought it was damn funny. 
I think emotions are often misleading in general, when you’re dreaming. You might experience something that induces a strong sensation of fear, or enjoyment, even when (after waking up), it doesn’t seem that you’d realistically have felt that emotion in that situation.
I’ve had DCs tell jokes that made me fall to the ground in tears, but they weren’t particularly funny when reflecting on them later. I’ve also been moderately scared by something that, while awake, would do little but amuse me. It’s almost like you experience exaggerated emotions, sometimes not even matched with what’s happening in the dream. In either case, what we’re talking about here is asking the DC to tell a joke while lucid, which means the above doesn’t apply.
I’d like to give it a try.
I’ve had this happpen to me before in dreams, getting oddd emotions for no apparent reason. If anyone knoes why I’d be interested.
What Atheist said is true. I have had many dreams where I am terrified out of my mind of something but when I wake up and think about it I wouldn’t be scared at all in real life. For instance, when I was younger I had a dream where I fell down the basement stairs and there were no lights on. Somebody shut the door at the top of the stairs leaving me in complete darkness. In real life I would have used whatever light that there was coming from the crack beneath the door to guide me up the stairs to the top, but in the dream I was paralyzed in fear. I used to be a little bit frightened of the dark when I was younger but never as frightened as I was in the dream…