A natural LDer isn’t anything specifically defined, but more something that everyone defines differently, whether they think it’s someone who LDs every night or once a month, but the most important part is that they learned to do it by themselves, without any techniques or real research. Dream Control is also different for everyone. For some it’ll come really naturally, for others it’ll take a little work. If you need help, some common techniques are:
-Commanding the dream out loud
-Using a device such as a remote control or an amulet
-Drinking a potion of some sort
-Working within the parameters of the dream (think tricking it or working with it)
On the topic of the horror, I think you’re likely referring to sleep paralysis. This is a natural part of sleep, as it is what keeps you from acting out your dreams. Usually we are asleep when entering it, but through the usage of some techniques (mostly like WILD, where you enter a sleep state straight from a waking state) we sometimes experience it whilst awake. Sleep Paralysis is often associated with the feelings you describe - like there’s someone malevolently watching you, a demon on your chest, intense fear, etc. Only some people experience these sensations, though. Some, like myself, feel little to nothing (In my one successful~ish wild, I just felt like I was falling through water and then was in a dream), and others still have vivid hallucinations of colors, objects and scenes. Others describe a rushing or tingling sensation. Anyway, there are a multitude of ways to escape sleep paralysis, but that doesn’t mean you would even want to, even if there is the intense fear. Many people use Sleep Paralysis as a jumping point to a regular LD, by imaging the presence as a friendly guide, or other techniques. I’m not very experienced with WILD, so I’d check tutorials or the WILD guide for better information.
Another thing I can help you with is teleportation, which happens to be the one thing I can do well in LDs. If you want to change your scenario, there are a few tips I’ve learned. First and foremost, you need to know you’ll be in the location when you finish the action. The belief is vital to making it work. My first technique is to use a door. Just open the door, knowing you’ll be in the location, and you’re there. Another good technique is to turn around, with the same intention. If it doesn’t work the first time around, turn again, which should help. Teleportation is a good skill to learn because it can take you wherever you need to or want to go, opening your variety of options up a lot. Anyway, hope I helped 
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