I've been seeing a lot of threads lately, asking the same thing: Is Lucid Dreaming dangerous?
The answer is no. Lucid Dreaming is basically dreaming while you are aware of it.
A little more simply, it means that when you're Lucid in a Dream, you're know you're dreaming.
That's when you get the chance to control your dream.
Hope I cleared this up.
(also, some methods can interrupt your sleeping, which sometimes can get actually dangerous, but it's methods like CAT. Is WILD/WBTB interrupting your sleep in a dangerous way?)