I have what feels like real pain in my dreams as well. Some are teeth dreams and they really hurt! While in the dream. Once I wake up, I'm fine. I've also felt pressure before with incredible vividness. Like if someone is gripping my arm, or hugging, or something like that.
That's great that you were able to just be aware that you were dreaming and go with it, and not get overly excited like I have a habit of doing.

I've gotten a lot better though.

And a lot of my lucids seem kind of hazy and foggy. Working on trying the 'clarity now!' command.
Sex is not an agenda in my lucids either. There was one lucid dream that I had though that I was feeling particularly amorous, and a bed just materializes in front of me. XP Then this man appears behind me, already reaching for me, and I'm like, "Holy crap!" because I just had a fleeting thought and boom!, it became reality (dream reality

).
Anyways, congratulations on your lucid dream!

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