No, I would not consider you, messed up.

First I would say, "congradulations on being a somewhat lucid dreamer".
Remember, Everything in your dreams are representitive of you.

The first dream, You are not alone," finding ourselves stranded" Do you have any feelings/emotions that make you feel lonely/misunderstood? This dream is telling you that you are not alone.
The two men may have been spirits of past suicides and are warning you against such actions. In the letter the man said, " he wanted to be a woman". Something he was not. Do you feel that you are behaving in ways that are not true to yourself and what you are doing in your life? Do you feel stuck? Or abandoned from someone from the past?

The 2nd dream, A stanger (the unknown) bursts into your house and You/Mum/Best friend have to kill him. This stranger and having to kill him may be telling you that you have an inner fear of people and find it difficult to trust. Killing someone in a dream is not literal, you infer it to protecting yourself and controlling your emotions.

The 3rd and fourth dream with one perspective, someone is chasing you and you ran to a place of saftey, where you arrive at a staircase, rising above your emotions, seeing a nun running towards you, she screams and you scream back would tell me that you are finding your voice and seeking your own truth.
Looking out of the window and seeing yourself hanging is a dead end.

So look at what this is telling you and think this way, you are in emotional conflict and testing different ways of resolving things.
Find what works for you and dont be dismayed by others opinions.
It took a lot of courage to face fear. If you come accross simular dreams let that fear go straight through you and you will feel stronger and more inpowered by the way of your reaction.