I am a piano player, and sometimes I hear fantastic compositions in my dreams, both lucid and non-lucid. They are always really beautiful and I have not heard them before. On a very few select occassions, I've managed to more or less recreate the song on the piano. Music otherwise is always epic, and if you are lucid it will not disappoint you Like the many other amazing details your mind creates in lucid dreams, music is no exception.