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Other one is lucid nightmares. I had a couple, a few involving being trapped (although I think i recognized the childhood event that may have caused this and it stopped happening) and one where a DC is drowning me. While these kind of things can happen in nonld, it's much more terrifying when you are aware and things are crystal clear. Maybe I oughta face my fears regarding it, however I'm hearing stories of Ld nightmares persisting even in experienced lucid dreamers.
When your lucidity (a.k.a. self awareness) is at a strong enough level, it shouldn't really be possible for dreams to be scary at all, I think, because you recognize everything you experience as merely a set of mental constructs. If lucidity is weak in a particular dream things might be scary, but if you fully understand what is taking place it shouldn't. Then again, I personally can't recall ever having had anything I would call a “lucid nightmare”, so maybe I'm just an oddball. But my experience is pretty much that if I realize I'm dreaming in a dream, nothing can be any more scary than something I might happen to see in a movie or read in a book. I've had a few unusual lucid experiences (especially in what appeared to be NREM sleep rather than the usual REM dreams most are familiar with) where strong emotions of fear existed, but when lucid I was still able to recognize that the feelings were merely a part of the dream along with whatever dream imagery (if any) was present, and this recognition allowed me to “separate” myself from the feelings in a sense and just observe them with the same interest and fascination as with all other types of dreams.