Oh man, I love Five Nights at Freddy’s.
In all seriousness though, fighting nightmares is one of the reasons many people get into lucid dreaming. In a LD, you can fight back, run away, or both–whatever works for you (though I recommend facing them down - that way, once you’ve defeated them, they’re less likely to bother you as much). Because fighting in LDs takes a bit more practice, most people simply use “scene-changing,” or altering the dream environment, to get away from things they fear or dislike. To do this, there are a number of different techniques you can try, all of which work best in combination with auto-suggestion.
First, you can cover your eyes with your palms, and then remove them. Purportedly, this alters the dream environment because it requires your brain to “re-build” or “render” the scenery again. Remember, this works best if you tell yourself while your eyes are covered that what you see when you remove your hands will be different. (For example, think to yourself: “When I remove my hands, I’ll be somewhere else,” or “When I take my hands away, Freddy Fazbear will be a harmless Teddy bear.”)
Second, you can quickly spin in place a few times. When you stop, the dream scene should be different. I assume this works on the same principle; you’re blurring your vision by moving very quickly in a very disorienting way, forcing your brain to re-build your surroundings.
Other techniques involve things like stepping through mirrors, jumping into paintings or entering through the screen of a TV. These, in my opinion, are the easiest and most effective at changing the dream scene because they all contain preconstructed visuals that your brain can use to re-make your surroundings. The downside to this method, of course, is that it requires the presence of one of these objects.
As far as fighting back, I recommend reading the thread on “dream control abilities” in the “Tutorials and FAQs” sub-forum, which can be found here:
https://community.ld4all.com/t/dream-control-ablilites/38884
HeadInTheClouds has compiled some really useful advice there on things like how to control/conjure fire, shapeshift, fly, turn into a superhero, etc. Bottom line is, whatever you’re doing in a lucid dream, you have to believe it will work. As long as you genuinely believe you can fry Freddy Fazbear with a bolt of lightning from your hand, you can.