Depending on just how lucid you are (and this depends on a lot of factors, but mainly experience and if you took the time to pause and recollect yourself, since your mind can be a little iffy when you first become lucid), you should have a degree of control and ability to manipulate the dream. Think of it like virtual reality, except that instead of just watching a program you are in full control of it. Every person present can be changed into someone else, physically altered, made to disappear all on a whim, simply because you say to yourself "Well I'm in a dream, so that person doesn't exist anyway. In fact, I'm starting to see through him! He's disappearing!" Poof, the guy will literally disappear.
Having good control over your dreams once you've learned to become lucid depends a LOT on confidence. No one can really tell us what dreams are and how they work yet, but personally I really like
this post on dream control, it makes sense and in every dream experience I've had it's remained accurate. It's a long read, but to sum it up: everything in a dream exists because you pay attention to it. If you aren't paying attention to something, well, it doesn't exist. Things don't exist in dreams, but it is possible for you to perceive that they do. When you want something to be different, you simply have yourself perceive that it has changed. The thing is, dreams are very realistic. So while you're in one, doubt can come creeping in. Things like, "I want that chair to float into the air... but, chairs DON'T float... so maybe it won't, because chairs aren't supposed to." Instead, what you ought to be saying is "This is a dream. That means that that chair doesn't even exist. It's just the fact that right now I am looking at it. So if I point at it like this, and I move my hand into the air, it will go where I point because it's MY dream, and I say it will, and it doesn't exist so it can be whereever I want it to be!" *poof*, chair floats. This can be a hard mindframe to get in, and that's why having good dream control requires viewing the entire world a little differently, because you have to anticipate that everyone and thing around you doesn't exist. This is very different from how someone thinks during waking life in the real world, obviously :tongue:
The reason I just wrote all of that is because when it comes to addressing scary elements of dreams, the same approach can be taken. Have you ever watched a horror movie on mute? I hate horror movies, so when I get scared or when a scary commercial comes on tv, my first impulse is to mute it. Why? Because that way you're separating yourself from the scary situation. You're making it less prominant. You're changing it, you're able to manipulate your perception of that same scary movie. But if you sit in the dark watching it, you'll be freaked out. And if you sit in the dark watching it, alone, getting freaked out, that fear will emphasize the fact that you are alone, that you are sitting in the dark, that there is a corner something could be hinding behind, or that someone might be outside the window. If you prevent that fear, you can pay attention to the fact that that same actor was in a childhood tv show, or how good the special effects of the movie are, or that the pillow is on the couch upside down, or that someone left a dirty sock on the floor that should be put in the laundry room.
The same goes with dreams. Say you are in a lucid dream, and something scary is there. Let's pretend it's a guy with a knife wearing a mask, simply because I don't know yet what your nightmares are about. Normally, you could panic. "There's a guy with a knife, that means he's a serial killer, and he's here to kill me, and it's going to hurt, and I'm going to die." But... wait. That guy isn't real. The knife isn't real. Nothing exists right now, not even your physical body (in the dream) so you can't even be stabbed or die. It is possible to feel pain in dreams, but let's leave that for later (and if you are concerned, just like everything else, if you don't pay attention to it it will go away). So the guy in the mask is standing there, but now you're taking the confident approach. You have a couple of ways to go with this. One is to say, "Well, I'm in a dream. In a dream, nothing exists. If I don't look at him, then he won't exist anymore to scare me. Oh, look! A puppy dog!" Immediately diverting your attention will shift your focus from the scary element to whatever you chose to pay attention to, in this case a cute friendly snuggly puppy. Simply ignoring the scary guy will get rid of him, though this gets tricky because if you are consciously ignoring something, it will be in the back of your mind. The trick is to forget that that thing is even there to begin with, just completely immerse yourself into some distracting element. Why does this work? Because it completely eliminates the stimlus for your fear, and thus eliminates your fear (as long as you are making sure not to worry about it). Well, there are a few other ways to eliminate the fear also, and these are VERY powerful methods but take a lot of confidence to work properly. Say the serial killer is coming at you, with his knife raised. You can panic and run and turn the dream into a nightmare, or another decision would be to find a creative way out of the situation. With dream control, you may come across this fairly often. Convincing yourself that something in the dream is a certain way that you desire it to be can be tricky, and not always work. But if you have the confidence, it should be possible. What you should do is immediately think of a friendly person (a family member, best friend, boyfriend), and have them in mind. Say you're thinking of your brother Daniel. You should immediately laugh and go, "DANIEL! Where did you find my old halloween costume?! I thought the rubber knife was broken! And I forgot that mask! Let me see it, I want to see if it still fits."
Believe it or not, in a dream, if you do something like this properly the dream character will take the mask off, reveal himself to be Daniel, and hand you the mask and the knife.
Another even more drastic approach is to just flood your dream with the opposite feeling of what you are experiencing. The scary killer could be standing there, and you could be feeling fear- a direction you don't want the dream to take. Telling yourself that he's just a dream character, you should focus on on a positive, exhilirating emotion. For me, with scary things, I focus on friendliness. Instead of running from the guy, run straight at him... with your arms spread. Give the bad guy the hugest hug and tell him you love him. Focus on that feeling, on happiness, on contentment, and let the feelings of fear just completely vanish. I know it sounds hard, but in a dream, as soon as you start behaving this way his behavior will change to. He will be friendlier, more open, etc.
I know this sort of sounds hard to believe, but I promise you that in a little while, you'll know for a fact that they work. You just need to build up your lucid dreaming skill, your confidence, and work on coming up with creative ways to get out of these situations. If you know the band Creed, they have a song called Higher that is actually about lucid dreaming. The lead singer had a nightmare that had been plaguing him for a long time, where he was being chased (I think by a guy with a gun), and always turned left at an intersection and was shot. One day, he found himself in the same dream and became lucid. He was running, and instead of turning left he turned right, and that was the end of his nightmare. Depending on what your nightmares are about, and how quickly you pick up lucid dreaming, it may take some time to really master this. I don't think it should take that long, and if you think about it (I know this sounds backwards), having such consistent nightmares should help you learn to lucid dream since abject terror will be able to serve as a dreamsign. So by having them so frequently, you may actually be speeding up getting over them, if you want to look at it that way :)