There have been reports of prolonged dreams, so I would say that they are not completely out of the question, although there is some debate over how "authentic" such dreams really are. Some would say that the extra time you have in a dream is simply false memories you have not actually experienced. On the other hand, you have people who believe otherwise. Regardless, it's certainly an interesting concept however.

Also, I wouldn't worry about the "Hurry Up" feeling you had. It's a pretty common feeling, and it will hopefully fade in future lucid dreams.