well i never really get afraid of lucid dreaming because it is awesome. i know there may be bad things that occur sometimes but look at it as your mind is telling you something... think of it as a hidden message. the thing i get afraid of is laying in perfect silence and whether in a dream or not regaining my vision and seeing a figure standing over me... worst is the exorcist girl... lol.

i tell myself it won't happen and if i do get into a lucid then i'll be so preoccupied with controlling it and having fun and exploring that i won't care.. and it has been true every time. actually i used to have horrible dreams when i was a kid like people killing my family and hunting me down all night long... i got shot once and could feel it. i started experimenting with my dreams and when i learned that i could actually control everything and believed it i never had a nightmare since... been about 5-6 years with no problems.

just relax and by gaining lucidity you can overcome fears and possibly gain enough confidence to confront your fear face to face and laugh at it. the only way is to keep trying.