Sometimes, people can have a dream that terrifies them and they wake up afraid, and when they tell what they dreamed, it really sounds like an ordinary dream.
My GF was once frightened by a dream where she was lying on the floor, sleeping (having fallen asleep watching T.V.) and some people came into the apartment and were walking around the apartment. She was unable to awaken me and evidently unable to wake up herself. Nothing they did or said sounded particularly scary or threatening.
I have also known people who have had night terrors, who seem extremely terrified in their sleep and difficult to awaken. But once awake, have no knowledge at all of what they dreamed and no feeling of fear once awake.
There have also been times when I myself was afraid (something paranormal seemed to be happening) when I went to sleep and was afraid of having nightmares, but actually had a pleasant dream.
Dreams and related fear are not always that comprehensible.