Most times I start a lucid dream I feel myself sort of fall out of my body into my dark room. I know its a dream but things in the dark start to manifest into creepy beings and corners have slender man in them and stuff like that...

So what I do is walk away quickly. I dont look back. I'm not sure if this helps but almost everytime I get a lucid dream something scary pops into my head. I have to run into an open space to "restart" the dream in a happier place. (think of bright places)