Dreams are a safe environment to explore insecurities and fears. In fact, the vast majority of dreams involve some type of conflict. Dreaming allows difficulties we are facing to be 'acted out' through symbolism. Much inner shifting and growth occurs even while we are not remembering our dreams. When facing crisis, we are told to 'sleep on it.' When we wake up the situation always looks different. This is because much processing goes on in the dream state. Fear too, is diminished in this way.
When you wake up remembering the dream or feel afraid, you carry the strangeness of the dream back into consciousness. Often the bizarre symbols will stay with you as you explore its possible meaning. Dreaming specifically arouses emotion as a wake up call (not necessarily bad) and feeling fear is a strong motivator for change. Even the most frightening dreams are a good sign that something powerful is stirring within and seeking expression. See Nightmare and Shadow.