yeah, I have lucid dreams once a while as well, I usually try to have conversations in my dreams then ... somehow they sometimes lead me to answers on my doubts and lead me the way to some extent.
But I also had the nighmare version, where you know you're dreaming yet somehow can't stop the dream and come to some point where you forget whether it's a dream or not that was more when I was younger, but I remember I was really scared as it was with animals being killed on my wall and such and I wanted to help them out but I couldn't ...or like a killer standing next to my bed trying to kill me, I remember that one very vividly up to today... and I was so assured at that time that the dream was real...brrr...still shaking when remembering.
When talking about dreams, I remember having read that some people have the so called lameness in their sleep, a part between wake and sleep where your muscles are completely frozen (like they are when you're in the rapid eye movement part of the sleep) and you nonetheless keep on dreaming but like in your own room ... so the mixture of reality and dream ... must be scary I think. (my nightmares above weren't this way by the way, it was always in sleeping context, I knew that I was dreaming but in the dream I started doubting whether it was really a dream or not) To are somehow aware you're dreaming want to get out but at the same time see/feel how your body is motionless...