I would often have lucid dreams of being harmed or murdered by people. It is strange because I know it is a dream and I am not really bothered by it. Sometimes I do have good ones like flying or building. When they are not lucid I run into problems, I don't know it is a dream and sometimes I seriously freak out. Most of the time when that happens it will mix with reality when I wake and for a few moments I can't get out.
However, I think the worst is waking up and not being able to move, it is like you wake up but the brain hasn't and your paralyzed. That is the only type that gets to me and I don't get those very often