i dunno why i metion this now but i forgot to ages ago so here goes. on my 4th LD (ive overall had 6) i had really been looking forward to having an LD for weeks and when it finaly happened this is what it was like. I got out of bed (i started with an FA (how odd)) anyway i went into my spare room and looked at the clock and it was triangular ( it went left:top:right) and then i thought to myself ‘OMFG this is a dream’ burst out into a panic attack and run around trying to kill myslef(to wake myself up) it ended quickly but afterwards i thought to myself “what a waste of a loked forwarded to LD” what do you think caused this one-off unusally phobia of having an LD?
How do you usually relate to your dreams? Do they disturb you, or annoy you somehow?
The other possibility what i see is their weirdness. If you are not used to become aware of your dreams within dream, then they might sometimes scare you a bit, because dreams look different than IRL, and strange. As you get used of them, they scare you less. 
Some of us have noticed that their FA’s were related with a strange feeling of anguish. It’s not the case for everybody, and it’s not the case in every FA. But it may happen. I think Cyrus is right, and it could be due to the fact that dreams look weird, or you feel you’re within an unknown environment.
You have to convince yourself IRL that nothing can harm you in a dream, and when you’re in a dream, try to increase your lucidity level.
Gee, I’ve never heard of that, nor had expereinced it.
I imagine it will start to become more and more common though.
The same question has been asked a week ago on the french forum. Most of the people weren’t aware of this, just about 1 person in 4 had experienced it. But we are very few and mainly beginners. As a lot of my very first LD’s began like this (FA + anguish = I must be dreaming) I suspect this to be a beginner problem indeed.
Whenever you become Lucid again, assure yourself that although things look out of place, it IS supposed too, because you are d r e a m i n g.
Dreams aren’t like IRL, and when you become Lucid, you can take control of your dreams. Nothing will, should or shall scare you at all. You are in charge, ya know, you are the boss, you’re the dreamer, the controller (am i going too far?).
I’ve had nightmares and usually once I see my enemy I notice it’s a dream and try to wake up. I’m always very frustrated by this.
On the subject of the OP, I wasted a LD two nights ago, and I don’t know if it’s my fault. I was going up a roller coaster, my feet and only my feet were strapped in, I was supposed to be holding on to a bar thing, but I couldn’t reach it. As we reached the crest of the hill, someone in front of me said “You’re gonna die!” and I realized it was a dream, closed my eyes, “felt” the roller coaster movements for awhile, and then woke up straight away.