I haven't actually had a lucid dream in a long time, but I just found the forums here and I was thinking about lucid dreams I have had in the past - but most of the ones I thought of were really terrifying, usually involving some invisible wall that I just couldn't cross, trapping me with whatever I was running from.

One in particular, perhaps I had this dream a couple times, was that I was flying away from something that was chasing me, like a witch or something evil. It was at my father's house and I willed myself to fly up towards the great big oak tree in the front yard. I'd fly up through the branches out over the top, and then get confused with an electrical wire or end up on the roof of the house. I knew that flying wasn't normal, I knew I was dreaming, and I was trying to will myself to go up, up, up, but something always kept me down.
That lack of control aspect was really scary, because I still knew I was dreaming and I was doing what I wanted to do, what I felt deep in my gut I should do, yet I couldn't full complete it.

When flying happens successfully, it's probably one of the coolest feelings ever in a dream. So liberating and terrifying and fun all at the same time. But when it goes wrong, it really feels awful.