i used to have scary dreams about being eaten by wolfs and things when i was younger but i somhow learnt to open my eyes in real life and it would wake me up....i could always wake up if i was int trouble.
Now this causes an annoying problem for me because i like to be scared and if i have a scary dream i always wake up as soon as im in trouble...even when i want to see what happens

you might want to learn to lucid dream...where you can completly controll your dreams....it takes a lot of practise but its worth it in the end