Do you ever know you're dreaming, but it doesn't make a difference?
I just woke up from a dream that covered quite a lot of ground - vampires, amusement parks, Buddhist monks running underground fighting rings, you know, the usual. At the end of the dream for whatever reason, I had to walk home. The walk was quite hilly and tiring, and every time I thought I was making progress, something would shift and I knew it was still miles.
I realized this was physically impossible and this must be a dream, at which point the top of the next gentle hill turned into a cliff. I was going to fly; that's what I always do when I spontaneously start lucid dreaming.
But instead I stood at the top of the cliff and looked down, afraid, even knowing it was a dream. In retrospect, I must not have been fully lucid, but at the time all I could do was berate myself for letting stupid, irrational fear stop me.
Of course, getting mad at myself for the anxiety doesn't help. The only thing that can help is working through the anxiety, and reclaiming things I enjoy from the fear of what-ifs.