My GF has had bad dreams where I was unfaithful to her, she felt similar to how you have described. She told me about the dream and did ask if she had anything to worry about, really she just wanted me to reassure her as dreams sometimes can be upsetting. After we talked and a big cuddle she felt better. Long story short, talk it over and let her know how the dream made you feel. Most likely you will get some reassurance and the all important hug ;-)