Kid-Lucid's post made me uneasy about lucid dreams so I looked around and it seems that lucid dreaming can sometimes be harmful for a person. One of the problems was depression and using lucid dreaming; this quote especially unsettles me

I am caught in the position that I honestly believe that Lucid Dreaming is both a very good and very dangerous thing. Good, in that I have used it successfully for a number of purposes, all of which I am very proud to have done: works of Theurgy, healing rituals, and so forth. Dangerous, in that I cannot in any conscience endanger the mental well-being of any eager young neophyte. I speak as one who has himself suffered Depressive moods in the past, which I see with hindsight as nothing but my own fault.
I know that i am seeing the beginnings of clinical depression in my own life and cant help but look at why im trying to lucid dream and im starting to think that maybe this isnt such a good idea