Along with being in a new environment, maybe it has something to do with stresses in your life.

One thing that others have done when having an LD that is a nightmare is confront the demon/evil/adversary. Walk up and ask them why they are doing that to you. Better yet, give them a hug and tell them that you aren't scared of them. Many people have reported that this will break the nightmare and it will become a very revealing experience.

Of course I'm just giving this based on info from others, and not personal experience. I've never had an LD nightmare yet, thankgoodness.