What are the Most Common Lucid Dream Themes?
Far and away the most common activity in lucid dreaming is flying, especially for first-timers and occasional lucid dreamers. We can only speculate, but flying likely represents unbounded freedom. Gravity isn't exactly absent in dreams or in lucid dreams, but it does not have to restrain us to the degree it does in waking life.
Flying can and does occur in some dreams that are not lucid, and being lucid in a dream does not guarantee that flying will be smooth or easy. Many people, myself included, need to practice our flying techniques. We can try different hand/arm positions, work on building speed and reaching greater heights (even soaring beyond the dream-Earth into "space"), practice agility and fancy maneuvering. You can fly through "solid" objects, fly with dream friends (I've had several lucid episodes accompanied in the air by my dog, sometimes with him pulling me!), fly through lightning clouds. The sky (and beyond) is the limit!
But don't think that there is something wrong if flying is accompanied by the same threatening overtone present in most dreams. After all, even while lucid, you are still in a dream. The fear of falling can remain present; it may be challenging to remove the idea that falling and crashing will injure you - even if you are well aware that you are in a dream. Remember, the fear of falling (or actually falling) is one of the most common dream themes, especially for our earliest recalled dreams.
Although I wanted to make it clear that you are not alone if you find certain uncomfortable feelings and situations arise in lucid dreams, it should also be understood that euphoria and magic regularly accompany lucidity. For instance, when flying, it is common to view the most beautiful sky and scenes below, rarely if ever matched in the waking world. When flying, you can actually feel the "wind," you also feel an "energy" which is the power (maybe the power of your "will") making this flying activity possible. Hard to describe because nothing is quite like it in the waking world. Lucid flying is enough of a reason alone for anyone to want to achieve lucid dreaming, but this is only one dimension of what is possible.
Other dream themes will vary in lucid practices, depending on what your goals are. Some common "experiments" in lucid dreams include traveling through mirrors as portals, fantasy sex, telekinesis, phasing (moving through solid objects), and general exploration of the dream environment. It's really up to you. What would you do if you could do anything in a dream?