So recently I read that a person could speak to dream characters as an avenue for communicating directly to their subconscious, and that one could sometimes get valuable insights into themselves by listening to what the dream characters said.

So the other night while I was dreaming, I eventually became lucid. Somewhere along the line I remembered that I had wanted to try speaking with my subconscious mind to see what it would say. I was in the atrium at school at that point of the dream and there were people walking all around going about their business. I stopped an older woman by putting a hand on her shoulder.

"Subconscious me?" I said, deciding that this dream character would be my proxy to subconsciousness. She turned and looked at me.

"Yes? What is it?" she asked.

"Is there anything you want me to know?" I asked. She stared at me for a long moment then grimaced. Suddenly the woman was gone and in her place was another woman hanging by the neck from the ceiling. (I think it may have been me, though I didn't get a good look. The sudden shock of seeing a dead person shocked me awake.)

Sooo....
That was not what I hoped to see.
Has anyone ever had an experience like that when trying to speak to their subconscious before? What could be the cause of this? I'm not suicidal by any means. But I do suffer from clinical depression. Could this mean something? Or was it just a fluke caused by my own nervousness about talking to my subconscious? What do you guys think? should I be worried?