No matter what answers you get here, if you show signs of paranoia or similar symptoms you should consult your doctor or psychiatrist before attempting lucid dreaming. It is had to say if lucid dreaming actually causes people to “go crazy,” but in a few cases it does look like it has served as a catalyst for someone who already had a latent disorder. If you can separate WL from a dream there is no issue, but if you have a disorder that seriously makes it impossible for you to believe once you start doubting, then don’t do it.
We have a discussion on this topic here: Link
And here is a post from a member who claims to have experienced an anxiety disorder after attempting lucid dreaming: Link