Not having nightmares seems like a good thing.

Nightmares relate to fear. Your life may be nice and safe at present with nothing causing you distressing fear.

Some psychology studies suggest that level of fear is part of basic temperament. Some people are very fearful while others are extreme risk takers.

A study with genetically engineered mice, found that the fearless mice had a high mortality rate since they failed to accurately assess risks. For people the environment may be less deadly.