Nope. Lucid dreaming is basically the art of becoming aware in your dreams – and if you get hurt in your dreams, you simply wake up. There's no definitive evidence to suggest that lucid dreaming is dangerous. In fact, studies have shown that lucid dreaming can help deal with recurrent nightmares, improve physical rehabilitation, and improve problem-solving skills. However, if you suffer from mental illness, you might like to seek advice from a medical professional before lucid dreaming, just to be safe.