See? These will be authentic dreams from God -- they will come straight to individuals themselves -- not fortune teller/diviner stuff.
edit -- I forgot to also answer the title question: Lucid dreaming isn't at all the same as going to a diviner or fortune teller, and isn't bad in itself.
It's almost an unconnected topic (usually), but it's good to remember that Christians should always rely on praying the prayer Christ gave us in Matthew 6 just as a normal daily thing we need. Some people do have dreams that are not good at all apparently, from reports, and this prayer can help them.
Lucid dreaming is simply the act of training yourself to control your dreams at will. If I want to have a dream that I'm flying on the back of a dragon, is that so wrong? As long as you aren't using your dreams to sin or to make up prophecies or whatever, I don't think there's anything wrong with it.
We have no control over our dreams while asleep. They come and go. There can be no moral issue over something we don't have control over.
Day dreaming may be different, because we do have some level of choice about what we day dream about. When I find myself doing that, I tell the Lord. "This is just imagination" and I am able to stop the dream and start thinking about better things.
All this is quite different than false prophets dreaming up stuff. Those are deliberate and are intended to put God's name on things they have decided for themselves is what they want to say to people. That is the stuff that makes God mad.