Your first few lucid dreams can startle you into waking up. Becoming lucid is a strange feeling. The excitement and confusion can just drop you right out of the dream without even giving yourself time to fight it. With some practice, you should become more used to the feeling, and have more time to react and figure things out.

Like Yoshi said, you can always re-enter the dream. This is risky, because you run the risk of falling asleep and forgetting it ever happened. If the dream is disappointingly short anyways, you don't really have anything to lose.