Another thought that occurred to me: you say that you at times are convinced you are dreaming, even though you are actually awake. Have you ever thought that you were dreaming, and you were actually dreaming? If yes, then you have already had a lucid dream because that's all that lucid dreaming is: knowing one is dreaming when one is actually dreaming. If you already are lucid dreaming, then the question is not whether you should lucid dream, but rather what you should do now that you have lucid dreams. And yes, learning about reality checks may help you ensure that you are less likely to reach the wrong conclusion about whether you are dreaming or awake. And then yes, learning about control would benefit you. If I were you, I would definitely avoid doing anything dangerous or wrong even in dreams because as you say, you have been wrong before. And I would still consult a doctor, but then the question to the doctor should not be whether you should start lucid dreaming if you are already at times doing it, but rather what other advice they have for you given your sleep problems and how to do this safely. Best!