I have tried online counseling but found that I got better results when I saw a therapist face to face. As far as dealing with the embarrassment and shame of having mental problems, I totally understand. I spend a lot of time online googling answers to problems that I am too embarrassed to share with others. My experience is that sometimes just sharing your fears and insecurities alleviates all the pent up anxiety- which might be causing the nightmares. Don't let your fears keep you from reaching out.