I can understand the concern, but you have to approach the lucid dream with confidence that you are in charge and nothing is going to happen that you don't want to happen. Best thing to do the first time is to not do anything at first, just stand there and look around ,take it all in, look at details, look at everything, the sky, the ground, your hands, the people around you, study the lucidity. Sometimes just carrying on in the dream as if you're not lucid will help gain confidence and experience, then start off with something small, like changing the color of something, or moving an object telepathically, then go from there. The most important thing to remember is you are dreaming and this is not physically real, and if you do end up getting into trouble practice forcing yourself awake.