First lucid dream - help please

I have just woken from a lucid dream,its the first time iv had a bad lucid dream. So i fell asleep on my bed laying on my back, it started off as a normal dream i was dreaming i fell asleep on my bed like i actually did then i felt like i was out of my body literally and i could see myself laid down on the bed and my bedroom was exactly how it was before i fell asleep,i could hear my lamp shade been moved around ( swinging from side to side) this woke me up (in the dream) i looked at it and got really scared so i hid my head under the sheets then what i can only describe as a demon enterd my body,i ft extremely drugged up i couldnt open my eyes,couldnt sit up or anything,i was trying everything to wake up (in the dream) but i couldnt, i managed to grab for my phone and i was trying to call my sister to tell her there was something wrong and i needed hospital treatment but i couldnt actually see my phone but i could feel the weight of it in my hand everything useful was invisable to the naked eye but not to touch,i eventually stopped trying to wake up and just lay there waiting for it to pass i felt really drugged still and almost drifting in and out of consicousness i eventually woke up (real life) and i felt like it really had happend and i was so exhausted and scared ... anybody have anything similar before? Im really scared...was the demons really with me while i was sleeping

That was a lucid nightmare. They are fairly common, albeit frightening. Unfortunately, lucidity does not always equal control. As for whether a demon was there with you, so I'm going to say no, simply because these experiences affect many people.

Is there anyway i can wake myself up from it , it wasnt a pleasent haha

You should try to practice Dream Control when you are in lucid dreams, and it will come more easily to you to make yourself wake up.

*Moved to Dream Control

In order to wake up, just close your eyes for a bit. Imagine your favorite scene (beach is easy) when you do this as well so that you might teleport there if you can't wake yourself up.

I wouldn't say that lucid nightmares are common. I have had 1/230. That isn't common. :P I think that it really depends on the person. If you are prone to nightmares, than LDs can awaken you to them and you can conquer then like never before. Demons are something that is getting more common, but I think that is because most "beasts" as a demon.

Hope this helps. :)

If I were you I would also use mantras during waking such as "I control my dreams" and "Nothing can hurt me in my dreams". Believe it, expect it, be confident, and it shall come true in your next dream. I agree that lucid nightmares are not common. Although it is common to become lucid during a nightmare because nightmares are so different from most of our waking lives. However, once you become lucid, it is much more common to overcome nightmares lucidly than for the nightmare to continue to control you. That said, it does happen, usually because one's awareness and control were low and perhaps also one's confidence in oneself was too low. If you expect the demon to be more powerful than you, it may be unfortunately, because expectations often determine what happens in our dreams. So I suggest next time expect yourself to be more powerful than whatever you face, and practice that expectation ahead of time in waking life.

...Or even going further the limit making it a humorous scene saying "You, stoopid, get out of my body it's private ! And plus it's my dream, i got lot of reason"