Lucid dreaming is a very strange concept and can produice many strange experinces, it is a state in which one hovers just between wakefulness and sleep, where they activetly give control over to thier subconciouess while still remamining on some level concioususly aware of thier physcial body, pressence, and surroundings.
In lucid dreaming your mind steps into another word, and you hover just on the verge of sleep, but you are still perfectly aware of exazatly where you are, and you might even still hear sounds going on around you.
You can see it as being simillar almost to being in a coma, or a coma like state, though you have full control to stop whenever you like by comanding yourself to wake up from it.
Though there are times when a person could get lost within the world in thier room and it might take a jolt to get your attention to help you to come out of it again, particuarly if you start to draw nearer to acutal sleep and so you loose a bit of your conciousness awareness. though there is no real danger or risk in the lucid dream.