dreaming that i die and i dont wake up

i had this very strange dream that i was shot in my head. it was very dark and i was sitting on my knees. the man or woman was coverd in black. i could see the gun pointing at my head and i could see him\her pull the trigger. i felt scared at first but then somehow i accepted my fate because there was nothing i could do. that was it, no flash or sound i just died. and the crazy thing was i didnt wake up, i kept on dreaming. it was very dark but i could see a white shade that took a more human form and it was reaching out for me and when it almost came to me i could feel that i was sucked through my dream back into myself. its hard to explain what i felt but i never had a dream like this. i can remeber all my dreams for some days and i never forget a dream that was very special. this one made a big impression on me and i still don't know what to make of it.