The following may seem inordinately direct and provocative (and even ill advised), but I have a headache, so there ...

Checking for reality - done correctly - should help in establishing which kind of reality one is currently in. This implies a greater awareness of ones situation. This is good - it is a sign of greater involvement with life itself.

Ordinary people do not check for reality. They are also mentally duller, and less involved with life - they are more "robotic". In the extreme, they have no mental activities at all (vegetable).

Being more aware of reality puts one in greater danger of being insane (really dull people are not insane; they are dull), but reality checking does probably not promote insanity. Conversely, however, insanity might promote reality checking.

If a person does something strange - in public - then two scenarios are possible: either the strange action leads to a good result, in which case the person will likely be viewed as a genious, or at least inspired. Alternatively, if the the action has bad consequences, the person will likely be seen as mad.

There is no objectivity to the concept "insanity".

So take heart: if you're into lucid dreaming then you're probably brighter than the average person. (And the average person would love to view you as mad - if given the slightest opportunity. So conducting reality checks outside of view of that person would probably be a good idea ).