My second LD was something similar...

I see this big refrigrator robot walking towards me to get me, then I suddently realize I am dreaming and the first thing I could think about was to fly away as fast as possible. So I did so and the dream just faded when I had been flying for some seconds.

After that I began reading more about it and how I could stabilize my dreams and now they are way longer. And I am pretty sure that if I got lucid inside a nightmare I would just change it or beat the monsters ass instead of getting the hell out of there.