Well, first off all, there is nothing to be scared about Everything you see in a dream is a part of you. You can choose to ignore the things you don't want to experience. Have faith in your ability to do so!

Second, in the end it still is just a dream. You cannot actually lose an arm or something, so when you wake up, no matter what happened you'll be in once piece and awake. But in my experience even the very scary dreams really are just interesting to me as soon as I wake up from them. I really don't mind even the really bad kinds of nightmares. And trust me, I've had some really bad ones In the end it's all just an experience to me, with nightmares being one of the more interesting ones

I hope that helps anything.