A doll or figure controlled by a person so that it appears to be moving on its own is a puppet. A puppet can be fun, but if you feel like a puppet, it seems like someone is controlling you. Not fun.
A puppet show, performed for an audience, is a kind of theater — with puppets instead of actors. Hand puppets' arms are controlled by the puppeteer's fingers, while marionettes have many more nuances of movement due to the strings attached to various parts of their bodies. These complex puppets can appear very human-like. Sometimes puppet means someone who is controlled by others: "He was president, but he was just a puppet for his political party."