There is actually a condition involving REM and your body not fully inducing sleep paralysis. Pretty much, if you're walking around your house in your dream, you're probably doing something similar in waking life. There was actually a case of a guy (with the prior condition) falling off of his 6th story balcony, WHILE DREAMING. Fortunately, he survived

As long as you don't have this condition (it's rare) I wouldn't worry about comas or other injuries due to lucid dreaming