I think the answer could be
dreams / a dream
I am seen by millions
pretty much everyone dreams
But remembered by few
but not as many people remember them, at least not in detail
Some fear my arrival
dreams can be terrifying, and recurring nightmares aren't uncommon
Most look forward to me
but a good dream lets you live out your fantasies
At time I can be controlled
lucid dreaming is dreaming when you are aware that you are dreaming and can control the dream
But usually do my own thing
but this isn't something everyone experiences and can be difficult to learn
People sometimes look to me for answers
people interpret dreams to try and find answers about their worries, their future, their destiny, etc.
Though I have no voice to speak to them
This is the one I am least certain about, but I suppose you can't interrogate your dream to ask it what means.