It's totally natural to be curious about this kind of stuff. I find it fascinating too.

Before I was ever into anything esoteric I had this strange dream that didn't seem normal. I was only 14 at the time. I remember getting into bed, and then that was it.
I was in darkness, and I had substance, but I didn't. It was foreign, weird or something. And there was this invisible thing around me that I could sense. It was talking to me in my mind, like a language that I couldn't translate when I woke. But I remember being safe and reassured and happy.
I never really looked into it for years, but I always sensed it was a different being or something, like a guardian angel. The memory is still a great comfort, but I know I'll never know for definite what exactly that was. (I hope it wasn't just a strange dream, it sure didn't feel like one)

Keep working with your lucid dreaming, and keep reading about it. I'd love to hear of more of your experiences.