I've had one go on for what seemed like 16 times. Only dream I would describe as a nightmare in my life. The house is on fire. I have to wake up and get out of the house. I'm out of the house. Oh, it was just a dream. I'm lucid. No, I'm sleeping. The house is on fire. I've got to wake up. I get out of the house. Oh, it's just a dream. No, the house is on fire. I've got to wake up! Etc. Etc. Etc.

This is when I was first learning to LD (now, I've got to learn it all over again, because I haven't worked that skill in years). I think LaBerge (who I also haven't read in years) wrote that it was kind of like a gate that the new lucid dreamer might commonly have to go through. Think about what a head trip this is.

Anyway, after that nasty, interminable, repetitive house-is-on-fire dream series, I never had another dream like that again and went lucid almost effortlessly. Let go of the anxiety, maybe?