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I used to lucid dream all the time as a kid, it just happened naturally, and never left me tired. It mostly stopped and in my 20s I tried some exercises to induce lucid dreams. My experience was like a restless night of sleep after studying late for a big test the next morning. Because, there was something I was supposed to be remembering, instead of just sleeping soundly.

So I think lucid dreaming is not necessarily a problem in itself but forcefully training yourself to do it can be rough going.