How much of awareness you have during lucid dreams can vary greatly. Sometimes it's high and you're aware that everything in the dream is just taking place in your mind, and that there's no danger at all. You know that you're sleeping in a bed and you'll wake up soon. While in lower levels of lucidity, you can be aware that you're dreaming but not aware enough to know that everyone in your dream are just dream characters; or that you're in bed dreaming and can get no harm.
People who report about having lucid dreams might feel distancing from others. A lot of people don't know anything about lucid dreaming. Some people actually think it's weird or crazy. After this, people who know about lucid dreaming might experience distancing. Though, anyone can have lucid dreams and no one should be judged when they admit they have lucid dreams.
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Can you die from lucid dreaming? Lucid dreaming is no more dangerous than being aware during the day. It's actually the exact same thing. You're just aware in a dream that you're dreaming. During the day it's called All-day Awareness. During the night it's called lucid dreaming.
Is Lucid Dreaming Dangerous? Not at all!!