If you have a nightmare, you wake, shake your head, and get a drink of water. Then you go back to sleep. If your child has a nightmare, through, she thinks the dream actually happened. She can't separate the fantasy from the reality. Mommy turns a knob, and water flows from a faucet.
Daddy flips a switch, and the lights go on.
Young children don't understand the principles of science. Children believe that everything in the world is alive. Or, your child may be afraid the curtains that flutter by the open window are going to hurt her. Try not to shame your child about her beliefs. They can't hurt you.