As far as I'm concerned, there's no such thing as a bad dream. Sure some of them are scary as hell, or I die in an exceedingly gruesome manner, but it's a hell of a lot more interesting than real life.
Oh, it isn't right what I dooooo.... In my dreams with you.

But ya, never happened to me. Can't remember the last time it had dreams at all. It is irrational fear, probably brought on by too much sugar. Go eat a stick of celery poopy head.