Well, it happened once, but I just FORCED myself to believe it was a dream and did it anyway.
This morning I had 2 more short LDs...in the first one I got too excited and it ended. In the second one I got lucid and stayed calm. I was inside an apartment and I wanted to go outside to fly. I went out on this balcony and thought about jumping off and flying but everything felt so real that I couldn't shake the feeling of "what if I'm not really dreaming and I jump off that balcony and break my legs and fully embarass myself??"
It's annoying as hell because I'll constantly do the nose RC which works great, I'll look at my hands which will look weird, but the feeling of the LD is just so realistic that I can't seem to accept that it really is a dream. I keep worrying about physical or social consequences of my actions. I've had several LDs where I didn't have this worrisome feeling and I did some awesome things, but lately the ones I've been having have been plagued by me not being convinced that it's really a dream.
Does this happen to you? What do you do to overcome it?

Well, it happened once, but I just FORCED myself to believe it was a dream and did it anyway.
Raised by NeAvO
Hazel's Boiler Room
Do you know the terror of he who falls asleep? To the very toes he is terrified, Because the ground gives the way under him, And the dream begins... - Friedrich Nietzsche
My first lucid flight was just like that. I went to balcony for a take off, looked outside and felt urge to do extra check to ensure I am in a dream. But then I did not need to jump of as I simply started fly up by myself.
And this is what I would suggest: don't jump, start to fly. That way you are safe whether in a dream or awake.
-Tl
Perform one more check before taking the jump, then just do it. Nerves are hard to get over the first couple of times. You also could start from something lower. I prefer jumping and gliding off of a gentle hill, rather than a straight drop.
I dislike jumping off things in dreams. In non-lucids, it always wakes me up with a cold sweat, altered vision, and severe nausea. If I must fly from a cliff, I'll fly up, not fall-and-fly. It makes me feel safer.
I can't remember any lucids in which I didn't want to do something because 'maybe it isn't a dream.' I'm more likely to go off on a tangent than to think that.
Abraxas
This has happened to me once when I tried to fly out of my window. I got scared because I thought I wasn't in a dream at all and that if I jumped, I'd end up dead. The key is to stop for a second and observe your environment as much as possible and find the littlest aspect or dream sign that tells you "this is indeed a mere dream".
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