Welome to the forum sasquatch! 
Lucid dreaming is KNOWING that you are dreaming, being aware that you are doing so, so that you can take FULL control over your dreams. Usually it takes most people a good time to take full control, and some don't like to take full control. You should look in the TUTORIAL forum, under the tutorial named 'The Basics' or something like that!
Also, if you need reading, we always reccommend this book:
Exploring the World of Lucid Dreaming by Stephen LaBerge
About your statment on suicide in nightmares to get out of them, this is very common, many people have to do that to get out sometimes. But through lucidity, you can wake yourself up, because you know it is a dream, or you can just change the dream...'dreamscaping'.
Good luck on your endeavors, and keep us posted!
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