Yes! Knowing you're dreaming is definitely the first step, and really the most crucial step of all. Set an intention in your mind of something you want to do when you realize your dreaming. And then as soon as you realize you're dreaming find a way to accomplish it. (For me it was flying). Hope this helps!

Also it helped me to realize I was dreaming when I frequently told myself during the day "I am dreaming" at different points throughout. As well as setting the intention to have a lucid dream before falling asleep. (Not that I had them every time I did that, but I did have them sparatically.)

As far as fear goes, here's what I did to conquer it. I, like you, realized there was nothing to fear. So when I feared something I would face it and embrace it. Literally. I had this dream once (not a lucid dream) where there was a ghost in my bathroom. Everytime I went there it would talk to me and freak me out. Someone in the dream told me to tell it I didn't want to talk anymore and to go away. So that's what I did and as soon as I said it, I realized the ghost was just a little girl ghost and she was crying because I didn't like her. So I hugged her and I felt this love come up from my heart, the same love I would feel for an actually child who was sad, and my fear was gone. Perfect love really does cast out fear! So now when I'm afraid, I embrace it and feel love. (And asking your angels to protect you is also a really good idea!)