It can always be worse. You might suddenly experience SP without having a clue what it is, instead of knowing that it's just a natural state while you're asleep (that happened to me a few years ago, and it's probably one of the most terrifying experiences anyone on this forum has had xD).

I can't vouch for the effect of "if you think you'll have terrible visions, you will" because I've expected bad things and instead got really serene hallucinations.

Read up on SP and how it connects to lucid dreaming as much as you can; the better prepared you are, the more surprised than scared you'll be when the SP hits.