Nightmares are dreams that may be upsetting, scary, or strange. They happen during REM sleep, also called rapid eye movement sleep. That's the stage when your brain is working hard, almost as hard as when you're awake. Nightmares are different from bad dreams, though. Nightmares will always wake you up during the night, but you’ll sleep through a bad dream. It’s normal to have nightmares from time to time.