It sounds like I was going through something very similar......and yes, in the beginning it was almost terrifying, especially when you reach the point of paralysis and you actually can't snap out of it. Being physically aware of the rapid-eye-movement is a very strange experience.
I noticed a few strange things in my lucid dreams.
Anytime I would look at words (whether signs, or written pages), look away, and then look back......the words would ALWAYS be different.
I could always blow out glass windows by, for lack of a better term, using the "force" against them. A few times they wouldn't actually blow out, but would ripple like a wave.
Anytime I could find a guitar, I could play ANYTHING I could imagine on it. This was awesome!!
Some dreams would be more real than others......some were incredibly real, with almost absolute clarity and realization of my surroundings. I really had to focus on being positive in these dreams, because being the star in your mind's own little horror movie can truly be a disturbing experience.