K.D.
Hi, hang in there, this is the age when children develope there imaginations and sometimes have a hard time telling the difference between fiction and reality. My son at around the same age would wake up screaming and it took us what felt like forever to figure it out. After some time we noticed there was a connection between when we would watch animal planet and the nightmares. He had them whenever he saw an animal with big teeth, like tigers and bears even if they were being nice and around people. So we stopped watching the nature shows and took a close look at what else he was being exposed to. In the end we ended up making sure we didn't watch the news when he was awake nor any of the shows for the older kids like the non-cartoons on disney. Soon the nightmares became fewer and fewer. As his speech improved we had and easier time as he was able to tell us exactly what bothered him. So if we noticed him being nervous around something he was seeing or doing we talked it out with him then and explained what was going on and it helped a lot too.
My best example of this is when we went over to a friends house who had older kids. My son followed their child up onto the top bunk of their bed. I was there to help when it was time to climb down, but he was able to do it himself. He got down and quickly starting playing with something else so I didn't think anymore about it. However later that night he woke up screaming "down, down" It took us awhile to calm him down and show him he was in his own bed, but eventually he fell back to sleep.
Anyway, sorry if I rambled, and I hope this had helped. It may not be this but its hard to tell what is going on in their wonderful minds and they are developing so fast.
Remember the old saying "this too shall pass" and good luck.
Feel free to contact me if you would like to talk, anytime.
K.