I'm really interested in lucid dreaming should It be/Is It considered supernatural?

Nope. Nothing supernatural about it at all. Lucid dreaming is more like a state of mind. You can control your imagination and what you think, right? Lucid dreaming is just this. Usually, while you are dreaming, sometimes you'll realise that you are dreaming and when you do this, you can control your dream. The trouble it, most people wake up when they realise that they are dreaming.