I believe we all dream when we're asleep.

Some of our dreams we remember. Some we don't. I rarely remember my dreams anymore. I don't know if that's a characteristic of gettin' old or if it's just me.
Here's a link to an article, from PsychCentral's archives, on the subject of nightmares. Perhaps it may help you to put what you are experiencing into perspective as well as to offer a suggestion for how to deal with it. Also here's a link to an article on dream interpretation & why it's important:
The meaning of your nightmares | Unleash Your Creativity
How to Analyze Your Dreams (And Why It's Important)