Sometimes when I become lucid in a dream, if the scenario I am in (or just the atmosphere) is too unpleasant, then I just force myself to wake up. Additionally

Sometimes when I become lucid in a dream, if the scenario I am in (or just the atmosphere) is too unpleasant, then I just force myself to wake up. Additionally, you can learn how to do 'supernatural' things when you are lucid such as flying, which I almost always use to change the scenery upon becoming lucid.