Sure no problem
Offcourse you can return to the world, if you have the ability. It will be different though because it's lucid. You will probably understand the feeling more when you've become lucid a bit more frequently sicne its quite distinctive. Returning to a place of comfort in your dreams is always fun and interesting, just don't place too much thought on the negative aspects as you have said. There is always an adventure or a DC to meet, it's important to just not rely completely on trying to live another life, since you will never reach the level of realism you truly desire since in the end it is only a dream, and it will only make you more sad.