Hello, Hosj. Welcome to DreamViews. Well, you've already read about how you have nothing to fear in regards to sleepwalking, sleep paralysis, etc. But what about addressing your anxieties directly? I'm not sure if you've heard of this (though maybe it's why you decided to get into lucid dreaming in the first place) but did you know that you can actually use lucid dreaming to help treat your anxiety?

Lucid dreaming can be used as a powerful gateway to exploring the deeper levels one's own psyche (or so I've heard) and there are people who have said to simply tell their subconscious to rid them of their anxiety in a lucid dream and the command carrying over to fruition in real life. Or you can use lucid dreaming to confront what you're afraid of in a controlled, simulated environment and thus learn to overcome this fear; or ask your dreams the answers to deep questions about yourselves and use your newfound, profound self-knowledge as a guide in your success.

So if you find that your problems with anxiety, phobias, etc. are seriously encroaching on your ability to function and be happy in your waking life, you could look into lucid dreaming for your solution. (A licensed therapist might be helpful too, though...)