The only downside I have experienced with Lucid Dreaming is sleep paralysis, you wake up but you're still half asleep which means you can look around and are conscious of what is happening around you but you can not move and during this you under go heavy hallucinations which are often dark and twisted because you are stimulated with fear, 0/10 would not recommend.

Also, this one time I had woken up from a dream and decided to get ready for the morning and then I realized I didn't actually wake up and I was still dreaming about waking up from another dream.