I agree with above, its just a nightmare, you can use this to your advantage, make an affirmation that you only see this person in your dreams, you will confront her etc.
I used to have a recurring dream as kid that this women in red would chase me everywhere, litterally everywhere. It aggrivated me to the point i made my mum buy a Dreamcatcher, whether its placebo or not from that night on - I never saw her again. Now im older i wish i could find her again and see what she wanted..
Just remember, theres nothing to be afraid of unless you believe there is.