Absolute no harm, absolute benefit. If you can be aware while you are in your dream, then great, you are working on what generally is called a subconscious level. Once I had a dream of going off the cliff in a truck. I started meditating, I was in control of myself in the dream, even when going under the water. It could have been a double nightmare, so to speak, for average people. But I was in control when I was drowning. The very first time this ever happened to me, before I was a Buddhist, we were trying to sell a home up in Queensland, we had painted the roof, it was quite difficult, a home on higher poles - high set. It was done and I have this dream of coming out in the front yard, looking up and somebody had ripped parts of the roof off! Horrifying, right? This is a long time ago, 30 years now, it was horrifying with parts of the roof ripped off and then it was the first time in my life that I thought, "Hey, this is a dream." Then I waved my arms back and forth and I woke myself up.
I thought, "Oh, that's nice". I had more dreams similar to that since then, but the first time it ever happened - it was nice, it was good. I was more in control on a subconscious level. So, I don't know the exact term "lucid dreaming", but if you can be more in control in your dreams, we see that as a benefit.