Nightmares
Nightmares require to be dealt much differently from normal dreams, both for the different pace of events and the urgency of the situation.
There is already a guide on nightmares by LDphone, so feel free to use both in conjunction.
First things first, Lucidity is much easier to obtain in nightmares. Sense of fear, monsters tormenting you, particular things that you do, recurring details, are all reliable dreamsigns, that can be effectively used to become lucid mid-dream.
Lucidity is also much easier to maintain, and this for various reasons: fear activates the mind (and the body) more fully, preparing for the common fight-or-flight response, making us automatically more aware of our surroundings, in order to better plan a strategy. It is much harder thus to lose the perception of the dreamstate, in any way.
There is also another reason: nightmares are obviously a signal of some problem, a problem that is calling out to be solved; if it wanted to stay a problem, it might as well have kept itself hidden; instead, it’s showing its face, pleading for your attention, so you might acknowledge. For that reason, when you finally are able to solve the problem by being lucid there, it will cling to that and won’t certainly let you go easily. Many people reported trying to elude the problem and minding their business in such situations, only to find themselves in a FA with the nightmare still chasing them. Nightmares are still a part of your mind, so they’re not totally evil, and will often try to reason with you if you do the same.
That brings us to what exactly to do after you acknowledge the nightmare: the options are mainly 2: dialogue, and if that fails, fight.
To establish a dialogue, bring yourself above the level of the nightmare tormenting you: its only instrument against you is your fear, so standing ground, head high, against your problem, knowing that it’s your dream, not its, and thus you are in control and cannot be harmed; when you let fear take control of yourself, or give your back to the nightmare, you are allowing it to happen. So just stand there, and interact. By this process, the enemy will likely stop, and dialogue can begin. It’s important to to get a picture as big as possible of the whole thing, so ask generic, friendly questions: * “Who are you?”
- “Why are you here?”
- “What do I have to do?”
- “How can i win my fear?”
- “Can you help me?”
- “Can i help you?”
and let the answers enlighten you. Ask more, of course, if you feel it is needed.
If you find your nightmares are too short for any of this to happen… do it in daytime. You could outline the problem beforehand, by remembering what could be a cause for the nightmare to occur. What are you doing before the “bad part” occurs? How do you feel about the situation? Why do you perform those particular actions? For what reason this happens?
When you have found out more, you’ll discover the dream is telling you something, and the next move is up to you. Acknowledgment and acceptance can work in most cases: fears can be useful after all (like fears of pointy things), you just have to acknowledge it so you can choose whether to act out of it or not, where it is needed. So just try to find out more on the situation, and try a friendly approach with the problem : it’s all parts of yourself we’re talking about, after all 
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The next phase often consists in a positive outcome: The nightmare could represent a memory tormenting you, and then it undergoes a transformation into a much friendly and nice looking entity; or, it could be an unaccepted part of the self (like a particular fear) and thus it need integration. A hug is usually the most obvious choice of action, and the nightmare can either disappear and become part of the dream self, or undergo a transformation like said before. You can now enjoy your LD 
Remember, those scenarios are purely representative; being a product of your mind, like all dreams, nightmares are sure subject to changes in form and behavior: this, however, is a general code of conduit that has been proven useful in most cases.
Tips
- In some cases, the nightmare might refuse to cooperate. This can be because of multiple reasons, but mainly it could be because it represents a situation in which courage and action are required, like when this situation is lived through daytime with submission. It’s up to you, then, to fight it, but only shouting and commanding him to go away might prove useful: the important part was taking action and imposing yourself in that situation, after all, and that’s what you just did.
- After the nightmare is defeated… demand a gift! Those gifts can be prove themselves the most amazing experience in your existence. It can vary from some beautiful music, to feelings, to a more all-around enlightenment; be sure to treasure it!