I just read through this thread and, aside from Sivason's post, I was a bit confused by the very foundation of what everyone was talking about.

There is no darkness in LD's, just as there is no light. There are no nightmare monsters, there is no confining "just like waking-life" house, or any other barrier to your freedom to explore. If you are truly lucid, if you are comfortable in your presence in the dream, then you know, you know, that none of the things being tossed at you are in any way real, and can easily be sidestepped by nothing more than a decision. If you find yourself in darkness, or some other confining situation, freedom comes not from finding a way out of the darkness or confinement, but simply by realizing (paraphrased Morpheus quote intended) "That there is no darkness."

Seriously. The core of lucidity lies in the understanding that everything in the dream is an extension of "You." If you let go of that core by deciding that darkness or nightmare imagery is somehow real or unavoidable, then you are abandoning that understanding that all the things in your dream are a part of you in favor of the perhaps more dramatically pleasing but definitely less lucid impression that things like darkness are happening to you. I think that if you can maintain that everything in your dream is "You," and thus is of your own creation, then you will find moments of darkness or nightmare imagery will tend to recede over the horizon of your own presence... the only exception to this, as Sivason noted, is if you happen to be lucid during an NREM period, when things actually are dark, but even then your lucidity can defeat the opression of the darkness because you will understand that you happened to become lucid during NREM, and you can relax and wait for the "actual" dreams to start up again, content in the knowledge that you're just in a pause between dreaming periods.

tl;dr: If you are truly lucid, the darkness, the confinement of your house, and the nightmare imagery will be meaningless. Next time, try to understand that none of these things are external forces, and all you really have to do is dismiss them as non-lucid interference and move on with your adventure.