Hmmm.. if you have this kind of anxiety, I wonder what your normal (non-lucid) dreams are like? Are they mostly nightmares?

If not then I'd say you have nothing to worry about. And if they are, then I'd think you'd want to get lucid so you can change that! If you accidentally create a bear, then pull a big Milk Bone out of your pocket and teach it to do tricks.

The thing is - as long as you KNOW you're dreaming, anything can happen and it can't hurt you. A bear in a non-lucid can frighten you half to death because you believe it's real - but if you know it's only a dream character you can reach up and scratch it behind the ear or play fetch with it, or for that matter see what it's like to let it rip you to shreds. You'll either experience something pretty amazing or just wake up, right?