It depends. I've been dreaming of the same nightmare for... 12 years now, due for becoming a personal obsession over time.
Playing a certain game I do really like initially made me have nightmares of some specific characters chasing me - maybe obsession even here. Now everything is fine and these people are friendly with me in my dreams.
Maybe in real life there's something that upsets you somehow, there's some worry... something that might make you feel down. For example, I've been having some nightmares involving a person who's kinda stalking me and having my same obsession over a fandom, but in a sicker way, and that's related to real life events that make me very worried. Same happened last year with a previous fandom. All because the person seems to be interested in what I like, even without me getting that person involved somehow. Just saying.
So, something is happening to you in real life and nightmares might be related to that. I may be wrong.