Welcome to dv!

Don't worry, it's very rare (if it ever does happen) that if you lose lucidity your dream turns into a nightmare. Normally it just reverts back to a regular dream.

Read http://www.dreamviews.com/f20/beginn...eaming-124786/ for a bunch of basic and helpful information on Lucid Dreaming. Check out the Wiki for more detailed articles on various subjects.

If you're worried about nightmares, every night before sleep just silently chant something such as "I have pleasant dreams every night" (you're brain won't register negatives. So it'll see "I will not have nightmares" to "I will have nightmares")

Good luck and happy dreaming