If nightmares are monsters, murderers and the end of the world then I have tons of nightmares. But I don't believe in those things so it's not scary, I might be stressed out for a bit but when that monster crawls out of the wall I think "ok, that's bullshit" and now it's a lucid dream that I can mess around in. I check out the creature design, the setting, the setup, where it's all going, are there any characters besides me, how cohesive is the whole thing etc. I've found some pretty cool stuff in those dreams.
My real nightmare is finding out that I have an apartment in the city/neighborhood I lived in as a kid but I forgot about it and haven't paid rent in 10 years, so I have to travel there and solve that situation somehow. This is not an uncommon dream, other people have it as well although with some tweaks and changes, I believe it's the adult version of the child nightmare of finding yourself in class without pants, with age that dream turns into "today is the final exam in [subject] and and for one or two years I've forgotten that I even had that class", in adulthood that turns into forgetting about having an apartment, house, loan, bills or things like that.
(Original research, do not steal.)