Xyster has some great advice.

Your subconscious is powerful. It reacts the most to strong emotions, so if you are really scared, it will present you will scary stuff. If you are filled with joy, peace, or even happy excitement it will give you fun faries and meadows and all that.

Once in a lucid dream of mine the world was going crazy. Picture dozens of tornados, explosions, hail, etc. But I realized it was a dream -- I was lucid -- so I wasn't afraid. I actually was crying my eyes out because it was so BEAUTIFUL! It is one of my favorite lucid dreams I've ever had.

Even if you are presented with your fears in a lucid dream just think of them as the perfect chance to face and get rid of your fears. I used to have nightmares of tornados until I masterd that fear by turning to face the tornado and then make it dissapear by force of my will and faith in myself. What a great experience!

Remember, you are the source of all power in your dreams. You (your subconscious) makes them. But when you are lucid you don't have to be subject to your dreams -- you can choose how to feel about them, and even (with practice and experience) control them.