I've been having lucid dreams for more than 10 years now and I don't remember ever having sleep paralysis. At least not consciously; we are paralyzed every night so we don't act out our dreams. As far as I know, practicing lucid dreaming and experiencing sleep paralysis are completely unrelated and they are actually just seperate topics. So don't worry about sleep paralysis! If it really scares you, you can look at tips for what to do when it happens to you so you can have some confidence that you'll be able to deal with.
About scary lucid dreams.. They are so rare! I don't remember ever having them and I get scared pretty easily AND I often think about many scenarios, including scary ones: a bad combination. I don't watch scary movies and before turning off the light in my room I grab my phone so I can have some light before I get into my bed. So don't worry about scary dreams. Also I think that what causes nightmares is strong negative emotions in waking life. But even if you have nightmares, becoming lucid has in my case always been positive, because I'll know I'm dreaming and I can wake up whenever I want and I am safe and I can affect the dream. Did you know, btw, that the vast majority of natural lucid dreamers (who found out about it by themselves) discover their ability (sometimes not knowing it is a special ability) by facing nightmares and realizing they are dreaming and then turning the dream into a positive one? As a kid, I was only waking myself up from the nightmares but later on I could do different things to fight or escape the bad guys. Lucid dreaming is for many people a natural weapon against nightmares. So don't worry. And to further increase confidence, repeat this a few times every time you go to sleep: "I'll have a fun dream tonight and hopefully I will become lucid to make it even more fun" or something positive like that. Happy dreaming!

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