I think everyone has bad nightmares when they're children; the world is so unknown and scary to a child and dreams are how we sort it out. We couldn't get mad at our caretakers for fear of abandonment so had to use our dreams to keep on a more or less even keel. A nightmare is a nightmare; most dreams, even as adults, are unpleasant, having to do with anxiety. The fun or wholly comfortable and happy dream is rare.
http://www.meaningofdreams.org/dream_themes/anxiety.htm