I used to have them a lot but they have suddenly stopped. They are probably the scariest things that have happened to me. When it feels and you can see someone sitting on you and you can't do anything is the scariest.
When you lucid dream, you are aware you are dreaming and you can control it. If you can't control it, then ask why and see where it goes. Learn from it. Keep moving!
I have one every time I dream about my dead dog. Whenever he appears in my dreams, I usually think "Wait a minute..." and my mind can't come up with any rational explanation as to why he's there so I become aware that I'm dreaming. But me being lucid doesn't last long because I always end up forgetting that I'm dreaming and go along with it again.
I did experienced lucid dreams a lot back when I was 16/17...not sure why...then again some 10 years ago for a few months...then those stopped and haven't experienced one ever since.
SW-User
Yeah, I've had them occasionally during my life. But found it tough to not wake up when I did.
@Rebeccasayer: It is so because in the norse mythology the nightmare is born in the same way the werewolf is born. :) Although if the "ritual" is performed on different sexes, different creatures will be made.
@MartinTheFirst: I didn't have a creature on my chest. It was a female. She was old and she was hiding half her face with her dark hair and she had a black cloak on and the hood was over her head. She moved like a snake. When she first saw me she would only move closer to me when I wasn't looking. Then she got confident and slithered up to my face like a snake.
I've had it at times... However it's nothing special, because once you're dreaming you become indifferent and nonchalant. You think "oh I'm lucid dreaming... I can do whatever I want... cool... time to wake up"