If our brain controls pretty much our entire body, why cant we just plunge ourselves inside our own little worlds where we control everything.
I know this happens in lucid dreams but that is only temporary.
If that's the only way, I never want to wake up.
Or does that happen when we die?
Like others have said, it's impossible to hallucinate simply by wanting to hallucinate (without the effect of disorders or drugs). The only way to hallucinate "on purpose", is to
actually believe that what you're are seeing and experiencing is the real thing. People with disorders can't distinguish reality from hallucinations easily. People who take drugs and hallucinate can't tell easily, whether that is because they're under influence and their thinking is impaired, or because the hallucinations actually seem real.
What you are proposing is that there is a way to intentionally want to hallucinate, while being able to tell the difference from the real world and hallucinations, thus making our own "reality", while at the same time being able to tell your reality from the real one. That would be hard to do, since people are coming into this already with the idea to hallucinate.
You can't easily trick your brain to disregard parts of reality; your brain only gets mistaken when something's wrong. So if you know you're hallucinating (which would mean you're not even hallucinating, since you can tell the difference), you'd have to be in full 100% conscious remembrance that you are indeed hallucinating. It's completely contradictory to the definition of a hallucination, and it's also a bit of a paradox.
So to sum: I guess you could hallucinate (drugs, not sleeping for a couple days, having a mental disorder), but there wouldn't be a way to control your hallucinations. In fact, most hallucinations are negative. Many people who hallucinate on a daily basis live in constant paranoia, because they can't tell reality from their own mind.
The closest thing to controlling your "hallucinations" is lucid dreaming. But it's not really considered a hallucination then, is it?