I dunno. I mean I have horrid, terrifying dreams. I'm not scared in them or of them but I know the average person would wake up screaming.
I think God speaks to us in whatever way He needs to. For some people it's dreams, for some people it's just something visual, or maybe a song or just someone who says or does something.
I think in todays society God uses whatever means necessay to get His message thru to us.