you will definately gain more confidence as you have more lucid dreams, but it is important to always test yourself. Anything that you can't do in a lucid is a mental block, because anything is possible. I am by no means in full control in most of my lucids and I still have trouble flying every now and then, but I know that these are just mental blocks which I have to overcome.
As far as just staying calm, I also enjoy walking around in my lucids, staying calm and enjoying the suroundings, but I think is is important to push yourself and your mind to try new things. Waking up from a lucid sucks, but it makes you look forward to the next one even more.