Lucid dreaming is closer to "being awake" than normal sleep/dreaming. When you go lucid you lurch closer to the line between asleep and awake, and if you aren't sleeping deep enough some sensations from your body can get through into the dream.

I've had, on going lucid, extreme heaviness of limbs, vibrations, and my vision blurring/getting tunnel vision. If that was your first lucid, likely you were shocked enough to get too close to being "awake" and then just couldn't pull back.

If it happens again, do your best to ignore it and focus on something in the dream. You just have to let your brain know that the dream > being awake lol.

Getting too excited is never a good thing for keeping the dreams going. ^^