I first became aware of lucid dreaming, when I realized that I could wake myself from childhood nightmares. Since then, I've usually had some level of recognition of being in a dream state in the dreams that I can remember upon waking. Sometimes, I've been able to consciously interact with the dream & do stuff that I knew to be impossible in real life.

If I get freaked out now, it's those ultra-realistic dreams where I don't realize that I'm dreaming, or the rarer dream-within-a-dreams.

BTW, there's already evidence that non-lucid dreaming functions to help you develop skills. Nova did a broadcast a few years back, where they took a group of people who had never skied before, trained them on a video game simulator, measuring their abilities both after the simulations & after sleeping - they got measurable improvement in both situations.