u should definitly try...you are in control so they should not be scary or they are not a truely lucid there are many sites for you to see how they are commonly different if u have a fear of heights u can overcomeit through a lucid dream
I just had one last night. You have to realize that you're in a dream and interact with it. It usually feels like playing a video game where there are things happening around you a little outside of your control but you can still control yourself and what affects you.
It will take some time to get the hang of it, it's like a muscle you have to learn how to use. Getting started, deep meditation as you're going to bed can kickstart it. Then you have to learn how to recognize you're in a dream and how to control yourself within the dream.
I'm sorry if there's anyone out there that's had bad experiences with it, it could stem from personal issues you need to sort out in life. Once your mind is at ease, lucid dreaming can actually be fun.