How Are Nightmares Related to Lucid Dreams?
If you're familiar with the content on The Lucid Dream Site, you probably already know that nightmares are not malfunctioning dreams. Rather, the whole purpose (or primary purpose) of dreaming is to simulate threatening situations. This simulation is both triggered by daytime threatening events (or potentially so) and prepares us for future situations by increasing our vigilance (staying on the lookout) and increasing our reaction time when faced with a waking threat.
The stronger a dream - the more vivid, realistic feeling, emotional - likely, the more failures, misfortunes, and/or aggressions will be in the dream. This peaks with so-called nightmares, all though I do no believe there is a good distinction between nightmares and less-activated dreams. There are seeming exceptions, but when you have been looking at your own dreams in detail for years, there is almost always some kind of something going-wrong in there. Even if it minor, like you cannot figure out where to get to.
When I first started my experimentation in lucid dreaming, I usually noticed that there was at least an eerie feeling in my lucid episodes, if not full-fledged aggressions (usually by me) or difficulties (flying, for example, is not always so easy for beginners, or even experienced lucid explorers). I thought that this indicated something dark within me, something particular to me that was wrong. After many years of looking closely at both lucid and non-lucid dreams in myself and others, I am confident in saying that "threats" are completely normal in dreams. They are why we dream.
So, although lucidity brings with it the ability to make use of your executive functioning and remember that "this is just a dream," you are still in a dream. If faced with difficulties, you can change the direction that things are going. If you are having trouble flying, try new techniques, continue to KNOW that you can do what you want to do. If you are having trouble moving through dream-matter, keep in mind that it is definitely possible to do so. Many people before you have successfully traveled through mirrors, changed scenery, made love to fantasy characters.
Another thing: Many lucid dreams are precipitated by extremely scary "regular" dreams. You may be looking in a mirror (in a dream) and see your face all mangled. You may be chased. You may be falling. And then "Wait! This can't be!" Sometimes the trigger is that you are not willing to just accept these horrors. You realize that it's a simulation. "I'm Dreaming!" And then, don't forget to stabilize and move on bravely to explore and experiment in the magical realm of the awake-dream.