I'm 36 weeks and have panicked through this entire pregnancy. I try to stay positive, but its always in the back of my head that something could go wrong. "What if's" get to me. I think worrying is pretty normal. Its tough not to! Just try to enjoy this beautiful experience as much as possible and not let your fears become irrational. Congratulations to you!
I think a lot of pregnant ladies have vivid dreams. Pair that with a little anxiety and dreams can really amplify our worries and doubts. As long as it doesn't affect you when you are awake, it should be ok. We can't control what we dream about.
I keep having pre term labor dreams. I feel you.