I do this too, but I feel fine in the day. I usually just fall right back asleep, or maybe i write in a journal of what happened. i only lose sleep if i've noticed something in my dream hidden deep in my subconscious (sort of like a nightmare, except lucid, if that makes sense)...

upon waking, i might have serious feelings of anxiety - memories i hadn't dealt with in years and years. my suggestion is this: meditate, and face the deepest recesses of your soul, and then they will be easier to deal with in the dead of night.