The best thing to do is get on the phone with your doc/care provider and make an appt to see them. Explain how serious this issue is. Do you see someone for the depression? Nightmares are exhausting! I've noticed that when I wake up from my dreams, I immediately need to take a deep breath. I don't think I am breathing right in my sleep cause of the nightmares. I am afraid (in the dream) so my body is holding its breath like I do in real life.