Lucid Dreams

Last year I experience being conscious inside my dream like 3 times. Now I've done a little research about it and I saw a title and it was a Lucid dream. Most say that some want to learn and some are a natural lucid dreamer. I wouldn't say what I experience was a lucid dream but it is a little related
to it. This year I experienced it again. and last night I wanted to prove something if I can do it again with me controlling everything and I did it. But, the most struggling thing and the one that I always fear is that when I realized I'm in a dream,I always struggle to wake up and I remember how I've been trying to hurt myself to wake my body and honestly it feels like I'm going to be stuck if I can't wake up. Every time I successfully woken up myself, I feel like I'm still inside my dream and I feel like someone/something is moving inside my room.