I've encountered many dream characters that know and accept that they are in a dream. Sometimes they help me become lucid.

Once I met a friend in a dream and remembered that he died in waking life. I was sure that I was dreaming, but for some reason it took 8 RCs to become lucid. My dead friend kept saying that the fall didn't kill him and that he wasn't dead. Once I was lucid, I suddenly felt fear. Not sure what I was so afraid of, but I couldn't calm myself and woke up.

In another lucid dream I met a little girl in the middle of a street and she looked scared and lost. I taught her how to RC and made her lucid. It calmed her down, like I imagined, since she now at least knew where she was and that she had nothing to be afraid of. Then I taught her to fly and we flew together until the dream ended.