Can I feel pain when I LucidDream?

Hello people of r/LucidDreaming. So I've heard alot about LucidDreaming, and stumbled upon this reddit. I've never tried it before, but I'm trying to do it (without any luck). But there are something that's been on my mind about it. Can I feel pain when I LucidDream? Because every time I think about doing something awesome before hand; spooky, and horrifying things immediately pops up in my mind, which makes me kinda scared to try it. So my question to you, is it possible to feel pain, and how can I avoid spooky and horrifying things?