Well, I was talking to a friend and she said tha her boyfriend almost died when he was Lucid Dreaming.
She said that in the dream world there are some creatures (Inorganics, i think is their names) that can answer some questions but they also can try to trap you out in their world. If they manage to do this, you can die traped in the dream world.
In my friends case, some shamans had to enter the dreaming world and take her boyfriend out. He said that he was talking to the Inorganic and suddenly a lot of inorganics appeared and grabed him. Then he lost his counsciouness.