When I was younger I used to have really vivid, interesting dreams all the time, now I still have dreams a fair bit but they are mostly about me trying to escape from crazed men, or having to fight off men or having to hide, very realistic and usually in the knowledge that if I don't escape I will die. They don't scare me, usually I find them kind of thrilling.
I often have dreams of dying, where you wake up just as you die. They are usually related to horses killing me.
I once had sleep paralysis when I was a kid, where this ghost/demon thing was trying to take me and my eyes were open, and I could see my Dad at the door telling me to get up, and I was screaming for him to help me but he never heard me and just kept talking then walked away.