My first suggestion would be that if you wake up in the middle of the night after a dream, and remember the dream in detail, keep notes on it. Once you go back to sleep, it is possible to forget almost everything about the dream you just had. For example, in my apocalypse dream I would write somewhere (I use notepad on my iPhone) "red mutant, dads house, neighbor house, people inside, cold, stone, fortress, television, baby, green, life, trees, cure, new start, God/Devil, mom, blanket, burning". These are key words that trigger my thought pattern and allow me to recall them and go into detail about them. But I only use this if I wake up from a dream and I'm too tired to write up the whole thing. Sometimes, a dream will have you thinking about it for a long time, so you won't really forget it, but this is just in case.
Another thing I would suggest is finding a way to wake yourself up, or using a reality check. People use reality checks when they are really trying to trigger lucid dreams. A reality check is when you constantly do something throughout the day, to the point that it becomes so routine, you even do it in your dreams. The most popular one that I have heard of is looking at a clock and checking the time, looking away, and looking back. In real life, nothing will change. In a dream, if a clock says 2:00 one second, it could say 8:45 another. Sometimes, this will make you realize you are dreaming, and trigger a lucid dream. My "reality check" actually wakes me up...I don't really know how to find a way to wake yourself up. When I was little and in a scary nightmare, I would shut my eyes as tight as I could, and open them. This would wake me from my dream. Sometimes I do this in dreams even when I don't know I am dreaming, and it saves me from some scary stuff. I do this in real life on occasion, when something really good or really bad is happening to me, to make sure I'm not dreaming.
The next thing I'm going to talk about might plant something in your subconscious, which is very powerful when dreaming. Simply by reading it, even though it might not matter to you now, may surface in a dream, lucid or not. If you don't like being scared, I would suggest avoiding this...but know that there ARE "dangers" to lucid dreaming. Nothing that can harm you, just things that can be REALLY scary.
*READ NO FURTHER UNLESS YOU DON'T MIND THE POSSIBILITY OF BE SCARED*
When I was looking up info about lucid dreams, I came across a post about someone talking about theirs. They said something like "I found myself looking into a mirror, thinking 'man, I sure hope nothing' but it was too late. I had already thought about it". Whatever you think at the time, WILL happen in a lucid dream. When I was a kid, nothing scary EVER happened in a lucid dream, probably because I never thought of the possibility that it could. However, after reading that, I had a lucid dream recently, and the first thing I saw was a mirror. As soon as I looked into the mirror, one of the scariest faces I could ever imagine popped out at me. It scared me so much, it knocked me right out of the dream. I woke up, but fell back to sleep instantly, and was actually right back into a lucid dream. This time, I personally made mirrors appear and thought at them "nothing scary will happen" and nothing did. I did this with a bunch of mirrors to make sure.
Something else that I guess is a possibility is something called sleep paralysis. I know sleep paralysis is a real thing and I have experienced it, but people say that sometimes this happens when you try to have lucid dreams. I've never had it happen as a result of that, and mine was not that scary, but my brother had one that was terrifying. With sleep paralysis, you sort of wake up in the middle of the night, and are wherever you fell asleep. But, no matter how hard you try, you can't move. It is also usually accompanied by what feels like the inability to breath, a sense of panic, and sometimes hallucinations. It is essentially dreaming while awake. And I have never heard a case of a happy sleep paralysis. My brother was away on a trip recently, and had woken in the middle of the night. His friend was laying in bed next to him and he could see him there, but he could not move or speak. He then began to hear a loud noise, like thumping, from the ceiling, and a buzzing sound from the room (which a lot of people state they are hearing). Then, out of the corner of his eye, he saw a dark shadow of a man standing over his bed, looking at him. He tried to wake his friend, but was unable to. He blinked, and the shadow was gone.
So those are some tips as well as risks. I hope they help anyone trying to have lucid dreams for themselves.