>>2814 I've only ever heard them referenced, but there are a number of studies about visualizing and/or lucid dreaming to practice something. It is alleged that those who do those things end up being significantly at actually performing whatever practiced skill than those who'd not visualized/lucid dreamed
You'll have a lot of trouble doing this with some intellectual tasks. You're asleep and your brain just isn't operating at 100%. You can think about things and come up with a lot of interesting ideas but you'll find it very difficult to concentrate upon something like solving an equation and a lot of the ideas you come up with despite seeming fine in your dream will turn out to be a bit dumb.
You can practice physical tasks quite effectively but you have to be careful that you're doing it right. It's only good for turning conscious action into muscle memory and unlike the real world you don't have that obvious feedback on how well you're doing. If you do an awful kick on a dream ball it could still fly perfectly. Make sure you practice while awake for a bit first until you're confident that you're not just reinforcing mistakes.
You can do the same sort of practice by day dreaming as well.