Ive only ever had one lucid dream, and it freaked the hell out of me. I was about 18 and still living at home. I woke up in my bed, and felt the urge to go downstairs to eat something. So... I got up and went to go downstars, but standing at the bottom of the stars was my sister with a terrified look on her face. She said to me "Dont come down here. Go back to bed". Up to this point, as far as I was aware, I was awake. I turned to go back to me bed and I saw myself lying there sleeping. I stood there staring at myself for a while, completely freaked, not knowing what to do. Then I heard a truly horrible hissing noise from downstairs and I instinctively jumped into my bed ( on top of myself ) and woke up drenched in sweat. I was terrified. And I'm somebody who enjoys being scared. Hell, I actually like nightmares! But this was something altogether more sinister. I asked my sister in the morning about it, and she says she was in bed all night. I was like, WTF!
To this day, I wonder what would have happened if I went downstairs. Clearly, not all lucid dreams are fun and games.