As someone who did lucid dreaming as a neo pagan, obviously there was no law of chastity to me. I had my own R rated fantasy adventure I actually later wrote into a novel (though the novel changed from a dark R-rated fantasy as is a PG comedy-fantasy...funny how stories change)
Finally finished that novel, though think it could use some work...
I tend not to lucid dream anymore, my dreams often form the basis of my novel's idea's and I like to see what my mind can create on its own, rather then my awake assistance.
I have had some horrific dreams, not that I wanted them, but depression does things to people. There was something, I gave the name "Yokoshima" to (Japanese for Nightmare I believe) who was recurring in those dreams.
It was something that went on for many nights, various dreams linked in a chain to one another, I wrote it all down, but find it very hard to read.
I don't believe in spirits or demons possessing you, I have read and done all sorts of occult things, and people like to make it into something its not.
In Wicca for example, there is no hell, there are no demons.
Last lucid dream I had I was playing yugioh with the duel discs and holograms (like the anime)...
For those who don't know, Yugioh is a card game.