In my first lucid dream I tried to fly, and I was successful. Then I decided to fly straight up and see if I could go into space. I flew up, and all there was was complete darkness. It was boring, and so I decided to fly back down to earth. I looked down and earth wasn't there. It was my first LD so I was freaked out. I though maybe if I fell straight down I would fall back onto earth. So I curled up cannonball style and closed my eyes. I felt the sensation of falling, and when I opened my eyes I was falling through clouds.

I guess the blackness might have been the void you guys are talking about. Or it could just be my subconscious idea of space. *shrugs* Maybe if you find yourself in the void just close your eyes and try to teleport somewhere else.

Or do a cannonball, it worked for me.