If you get frequent lucid dreams I am jealous because I hardly ever have them, but when I do it’s usually a lot of fun. As far as I know there are no negative effects from a lot of lucid dreaming, but I’m not an expert on that. It could well be the case that no one knows – it’s not a really easy topic to study because you would need a fair number of people who have a lot of lucid dreams, and I don’t think they are that easy to find or train.
When it comes to paranormal ideas like astral projection, I always tend to go with the more basic explanation, just because it’s more straightforward. The thing is, we have lots of evidence that the brain exists and is quite capable of producing dreams or hallucinations which are not real but feel like something like an astral projection. On the other hand, if astral projection was real we should have evidence that it existed – like someone projected somewhere and found out something they couldn’t have known if they stayed in bed. But, there is no such trustworthy evidence. Not for lack of people trying to prove it.