Whenever I have a bad dream and wake up all sweaty, I wonder if I’m sweaty because I had a bad dream, or I had a bad dream because I was too warm.
On a positive note, it looks like having a bad dream generally means you had solid REM sleep:
https://www.webmd.com/sleep-disorders/nightmares
I am glad I don’t have them, but I do remember what they were like.
Of note, I haven’t watched horror movies for about as long!