It just sounds to me like you were very nervous about having your first lucid, and that being unsure and thinking scary thoughts summoned scary things. A lot of the time in my dreams, I remember something that occurred earlier in the dream and it repeats itself, simply because I remembered it while dreaming. Sounds like that's what happened with the clown
My first lucid ended up as a horrible nightmare, too, when I realized that whatever I thought of would appear and that I'd better not think of anything scary. As soon as I realized this I started to worry and BAM! instant nightmare. I have since overcome that and learned to revel in lucids with confidence. Just keep up your practice, and in time I think you will become more confident with the experience and your worries will cease to invade your dreams
It does sound like your dream control was excellent. I'd suggest next time attempting to talk to these dream characters, if they show themselves again. I once had a lucid where a man was chasing me through my backyard. I turned around and started chatting with him instead of running away, and he said he wanted to interrogate me. I told him I'd answer any questions he had if he gave me some advice on LDs, and so he invited me to lunch. Go figure. Try to communicate and rationalize with your DCs, and see them as friendly. Also, if scary things happen in a lucid dream just keep ignoring them. Once you are lucid keep repeating to yourself that nothing can hurt you, and focus on other things. Things only exist in dreams if you pay attention to them. You have to clear your thoughts, and just focus on having a good time

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