My first lucid dream was probably around my early teenage years. I had watched a scary movie before bed, and had a terrible nightmare because of it. I didn't knew about lucid dreaming at that time, so, like any terrified child, once lucid I desperately tried to wake myself up. What's weird was that, no matter how much I tried, the dream persisted on continuing, despite my efforts to end it quickly. No matter how much I cried and screamed at my sleeping body to wake up, I just would not wake up! The dream then continued on its usual course, and after a few seconds it finally ended.

Now that I want to spend more time inside my dreams they tend to end instantly when achieving lucidity. Oh, but those nightmares could take a god damn day long to finish if they wanted.