Yes!! Oh god now I know I'm not the only one. It happens to me in periods of anxiety and I have them when I ignore my thoughts and don't find time to calm down and think about what is happening in my life. I had these very gore nightmares where everything was death, mutilations and blood, no matter where I went in the dream to a school, to my house...and I was all the time trying to escape from the people that did those horrible things and I was having a horrible feeling of guilt because I couldn't save them, I even felt just as if I was doing those horrible things but I was actually trying to save them! Some are just seeing people I really don't want to see. Others about events that are going to happen but they go increadibly wrong. When I wake up from those dreams I feels sooo scared, like if I am insane as you said because I get all tense and every small thing makes me jump and the only thing I wish to do is to fall back to sleep and wish the dream doesn't continue. What I do is to tell myself, "Dreams are just dreams, dreams are just dreams, dreams are just dreams, I'm safe, I'm safe, I'm safe" while I breath and repeat until I'm better, then I read something or watch tv or vent here until I feel back to normal again. Talking about what happened in my dream also makes wonders for me because I get it out of my system.