This has happend to me twice already, last time was yesterday.

I got aware of the fact that I am dreaming, I remember some s**t going through a wall and then I suddenly realized that it has to be a dream.
When I did some research on lucid dreaming, I also saw some scary stuff. As in not being able to wake up for some time, the dream turning into a nightmare, sleep paralysis etc. It's more like, I want to dream lucid so badly but on the other side I am scared of it. So everytime I kindof enter a lucid state, I somehow remember the scary parts and wake myself up immediately (that's really annoying, a very bad pain in the head and lots of beeping sounds while doing my best to open my eyes).
This is kindof annoying as I actually really want to dream lucid. Does anybody possibly have any tips?