1. You should test all the techniques to find one that works for you, but, as the others said, DILD and MILD are usually considered the easiest.

2. Nah, waking up is easy. When I want to end the dream I just close my eyes and open them quickly. Also, yes, it is possible to have lucid nightmares, but they're usually not that scary since you're lucid.

I hope you get your first lucid soon!