Is lucid dreaming a matter of concern?

I have been having dreams everytime I sleep. It has been 3 years now. Every night I have 3-4 dreams and mostly wake up with heavy head.
Many of the times I get confused If any incident was real or a dream.
And if I get interrupted in between for sometime I'm able to continue my dream from wherever left. Also sometimes if I'm in a horrifying dream I'm able to calm my self by telling me that it's just a dream even if I'm in a dangerous situation in a dream I'd not wake up I'd rather get myself out of it.
Though it seems harmless but there are always thoughts running in my mind even when I'm asleep.
Do you think it's normal?
Is lucid dreaming a matter of concern?
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