A really lucid dream Options

Well, I was frustrated few wees ago because when I was little I was able to fly in my dreams and now I can't. It seems that my frustration was good in a way. In one of my dreams I was telling myself 'It cannot be so hard to fly...I'm sure I can do it'. And I did it; I jumped really high, then I felt myself flying.
Unfortunately, I think I was too lucid.
I realised in my dream that I was lucid and it was a high possibility to wake up. Then I realised that I realised that I was lucid...so I woke up. At least I got the chance to remember that great feeling of being like a bird.

Question: if the mind cannot stop a bad event from happenning during the dream, like falling from a cliff, or being killed by a giant dog, what happens with the body? I am asking this because I often wake up from painfull dreams crying or screaming and always feeling like the bad thing really happenned. What if I die in my dream? What if my mind simply cannot wake up, like before?

In my experience, not much. But then I don't know all that much about dreams, so it could depend on factors I don't know about.

I've been killed in my dreams (knife through my back, puncturing lung, exhaling blood - lots of fun), and woken up quite relaxed. I know a few people who also regularly have dreams where they're killed. They're all still living in the real world, so one would assume that it doesn't do too much.