I can understand why it might kinda freak you out, but I never felt that way. When I had my first lucid, which started as a nightmare, I had no idea about lucid dreaming -- but I thought it was the coolest thing in the world that I realized I was dreaming and was able to wake myself to escape the monster. Perhaps the relief I felt when realizing that the monster wasn't real was more powerful than any fear I might have felt at becoming lucid?