Someone told you they scare you? That doesn't make much since. Just remember your in charge, I know it isn't easy but you have too. My friends the same way but she learned and now she isn't afraid now she can control it and kick the bad-thing so hard it goes away...Good luck:)
When people say things they automatically expect others to know exactly what they mean. Who knows what this person you refer to really meant. They could have meant that one lucid dream was coincidentally a nightmare, or by "scary" they could have just meant weird and fascinating. Personally I don't have lucid dreams but I've never heard they're scary (and I hope I'm correct there).
This video explains it pretty well http://www.youtube.com/watch?v=lYSX51xBkos They mention that it can be scary if you do this weird thing where your mind keeps going, but your body thinks your asleep so you still have sleep paralysis (major muscles paralyzed during sleep) so then you're trapped and start to like imagine scary things.. I don't think that's what TYPICAL lucid dreaming is characterized by, though.