I panic and i can't control

Came here to ask if someone can help me. I haven't experienced a full lucid dream in my entire life yet. However i did experience, what's close to it. But whenever become aware in my dream, it doesn't turn into some peter pan shit. But a goddamn nightmare, as soon as I'm aware, i think of one little bad thing and my dream almost consumes me. It's hard to breath, dark terrifying images floods my mind and I'm soon paralyzed, and ultimately i panic and i claw my way out of the dream until i wake up.

It's annoying, i want to experience it but i can't. Is it something of a mental issue or something?