I have regular nightmares that follow general trends.
I die in a horrific fashion, but then all events from that moment to the start of the nightmare rapidly go in reverse like the clock is wound back. Knowing what lies ahead this time, I manage to avoid that death but generally find myself chased instead.
I've had nightmares of being in something akin to Saw, a run down building where I'm hunted, and I must go through various puzzles where I will die if I fuck up on them. My head trapped in a box full of explosives, sticking my arm quickly through a searing furnace to grab something I need, etc.
The creatures that chase me are generally human-shaped (or have human parts) but aren't human at all. Stretched, distended jaws, claws and blades for arms, doll-jointed creatures hastily covered with stretched bloody skin, etc. The closest comparison I can think of is Silent Hill. All the while I have the constant feeling that someone watches me off in the distance.
In general I somehow overcome these or manage to escape even after rewound deaths, generally I'm fairly badly injured, but I feel considerably stronger in some way through my survival.
The dreams I have are weird and some are scary but then there's the ones outside of dreams. You feel the room spins and you fall into an infinite darkness. I wake up, I can't move. The whole room looks shades different, almost underwater like. An immense sense of impending doom surrounds me. I can feel something coming from outside my room. Panick envelopes me as I frantically try to move. I can feel tears running down my face as I feel the manifestation of dread come close. Then there's a moment of no way is anything going to happen. It's not real. A shadow blacker than the dark walks in... you can finally feel this thing right next to you. I'm going to die is all you can think. I wake up completely sore and fatigued. Now I have to go through this again and again every night.
That's sleep paralysis, I've also had that back when I was trying to lucid dream. It's honestly the most terrifying experience I've ever had, all I could do was shut my eyes and hold my breath as the creature entered my room and leaned to be right in my face. Even though you don't see it, you know what it looks like somehow. For me it was this solid shadow person of gangling limbs with empty holes for a mouth and eyes.
It's the only time in my life I felt like I was genuinely going to die.
Lucid dreaming is weird as hell, the moment you trigger it is surreal, I've tried to do it to confront the person who always watches me in my dreams, but somehow they always take me out of lucidity by either waking me up or putting me in a new dream.