Sounds like a few things could have happened... If you are scared of dreams, and it triggers goose bumps, your mind could be recognizing the change of skin, and internal temperature, which causes you to waken a little bit (Your mind/bodies way to inform you that something about you has changed, and you need to investigate it), but since you are lucid (already being conscious) it affects you differently then if you were asleep trying to wake you up.

Another scenario is that you hadn't set a line between the real environment, and the dream environment.
I suggest reading this: http://www.dreamviews.com/f25/dream-...utorial-95034/

If you can, do NOT go to where your "real" body is sleeping, do not think about your "real" body. Make your dream body your real body....

Lucid dreams can be AMAZING!! - Since you are devastated from nightmares, LD is a good thing. Since you can control and change any aspect of well, everything.. There will be NOTHING to scare or harm you, unless you make it. ..and if something bad does start to happen, simply turn it into something good, change it at whim. - Live the life of "Tron" having LED and Neon light everywhere, to flying around the city make people catch on fire with your super power you have, while feeling the wind and tingles in/on your body... Do the matrix, run and jump into someones body and turn into them. ANYTHING... Live any movie or game... You are the GameMaster!

Hope this helped..