I am basing this purely on information that I have gathered on both subjects, rather than from personal experience since I have very little of that myself.

Lucid dreaming and astral projection have a lot in common when it comes to the basic mechanics of these processes. When you are asleep your astral body ALWAYS projects out of your physical body. This has been happening since the day you, me and everyone else were born. The only difference is whether you remain conscious and gain control over your astral body, or whether you simply go with the flow, and let your subconscious roam the astral plane (commonly known as dreaming).

If you manage to successfully project, and you lack the concentration needed to maintain a fully conscious experience, then you will either wake up, or you may find that logic will start to wither and intuition will start taking over and you may basically enter a lucid dream. If you use the WILD technique to induce lucidity, the process also closely resembles that of an astral projection. When your brainwaves change from beta to alpha and you enter a trance, the WILD technique suggests going with the hypnagogic imagery that follows and entering a lucid dream. Manuals on astral projection suggest externalising your point of consciousness and attempting to "climb" out of your body.

To shed some light on this dark figure that you mentioned here's a little extract from an astral projection FAQ:

"Q: Is there any chance that someone else could get into my physical body while I'm off travelling in my Astral body?
A: No. There is no danger of that happening, you are attached to your own physical body by the silver cord, so only you can get in, that is unless you decide to become a medium or to channel, in which case all kinds of negative entities can get in without you knowing (not recommended).

Q: What is the best way to get rid of an unwanted attacker while trying to leave the body?
A: These entities are quite harmless really and cannot hurt us in any way, however they will try to distract us from time to time so that we are unable to split from our physical bodies."

As well as that, fear is probably one of the primary factors that accounts for FAILED projections, and this statement I am basing on personal experience. I've come closer to a successful astral projection that to a lucid dream, even, and it was fear which seemed to take over and ruin everything.
Religious fear, I imagine is even worse. If you are a Christian, then it's going to take quite a lot of convincing to prove to you that astral projections and lucid dreams are a pretty straightforward natural process. As usual, when people don't have enough knowledge about a subject they tend to create religious explanations for it, and furthermore they tend to be negative ones.

I'm not going to be the person that's going to question your religious beliefs in relevance to LDs and APs -- you have to do it yourself. But I can assure you, with enough facts to back me up that lucid dreaming is quite natural and you have little to worry about.
You may want to search the internet for in-depth descriptions of APs and their mechanics if you want to keep fear at bay, but just remember that fear is inevitable at first and if you are a religious person that fear may well have religious grounds, but once you overcome it, you will find that you had little to be afraid of...