Having your first ld in three weeks, especially since you haven’t practiced much is very good. When I first started it took me two weeks before I had my first.
When you become lucid you have to immediately stop what you are doing and remain calm. Organize your thoughts about what you would like to do in the dream world, and then have fun. I would also recommend looking at your hands to stabilize the dream. Trust me this method works great.
Everyone is different as to which times they like to set their alarms when doing wake-back to bed. I would do it in the early morning hours because that’s when dreams are most frequent and vivid. While falling back to sleep count 1 I’m dreaming, 2 I’m dreaming and so on in your head until you fall asleep. Good luck!
That is probably why you felt apprehension in the dream. You just have to remember that LDing is 100% natural and 100% safe. You have absolutely nothing to worry about. Once you realize that, you’ll stop experiencing fear… and then the fun begins! Good luck!