Welcome Annehhh! 
Fear is a common problem when it comes to exploring different states of consciousness like lucid dreaming, OBEs etc.
The best solution is to just accept the fact that we have fears and perhaps ponder the meaning of your scary experiences.
Dreams are just our subconscious, memories and emotions, so in other words to dream is to have an literal experience of what defines you.
Which is why fears shouldn't be feared, but actually welcomed. It's not easy I know but one just have to realize that it is not rational to fear a dream and it's actually beneficial to have such an experience, because you can learn from it.
Well it's of course easy for me to say, but have you ever considered why your mind let you experience things like this?
One reason to why we dream might be to easily remember our fears so we remember it in our waking life as well, although it gets problematic when we dream aware because it basically feels like reality itself. But try this:
1. First of all ask yourself why you dream it and what it represent. Like is it a fear of not being able to return from the dream or is it a symbolic experience of fear of the unknown? That's usually why we fear the darkness itself etc.
2. Get lucid and confront your fear. Just approach it and ask "What do you represent?" I've done that and got some pretty interesting answers.
Unfortunately the feeling of dying is a little harder to approach so I would suggest option 1 for that.
Although just remember the fact that nothing can hurt you in a dream, not even in an OBE. Because you experience with your awareness not with your physical body.
And I have a very simple answer to why you lucid dream without trying. Because it is the best approach of them all!
I noticed that when I gave up my reality checks and awareness etc. that was when I got my most success, I wondered why.
The reason was that the intention of lucid dreaming was by then subconsciously set and therefore already a part of my dream.
(Remember my little definition of what a dream was before.) 
So the best approach is when you do without doing, to wish without hoping, to intend without intending.
But to not get into much detail of my view of lucid dreaming. I'll end it here.
I wish you sweet dreams and that you enjoy your stay
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