I lucid dream pretty frequently, and can remember a lot about dreams I have that Im not actively involved in.
It's definitely a trip.
I've kind of noticed a good way to get into lucid dreams that doesn't sound as terrifying as OP:
Wake yourself up 3 or so hours before you normally would. Don't set your alarm to max volume, just something you'll notice that will get you out of sleep. Then make a conscious effort to realize your awake real quick. Look at a light in you room, touch your face, something... Then go right back to sleep... thats it.
When you first go to bed, it can take a while for you to get through your stages of sleep to REM, where most of your dreaming occurs. By waking up deep into your sleep cycle, then going back to sleep, you break your REM cycle, then jump right back into it with a fresh dose of consciousness.
Try to look at your hands, clocks, things like that to get settled. Then have fun.