Still waiting for a theme to pop into my head. Once I get an idea, I can generally knock it out pretty quick, but as much as I love horror/scary stories, nothing is jumping out at me (ha! a horror pun!)
I think the thing I'm grappling with is that nightmares are (unless you go the Freddy Kreuger route) not real. So while they may be intensely terrifying while you're experiencing once, you eventually wake up safe in your bed (OR DO YOU?) But from a storytelling standpoint, "I had a bad dream, then woke up" isn't an angle that's making my heart race (ANOTHER NIGHTMARE REFERENCE).
I think I might end up going with the literal nightmare (as in, a horror story with a real threat that is terrifying enough that we'd call it a nightmare, if we saw it) rather than a story about a person having a nightmare. We'll see what pops into my head.