This is gonna sound weird, but I appear to be immune against nightmares. I still have nightmares (or rather, dreams with nightmare themes and events) but I'm not freaked out by them. Neither in the dream nor after waking up.

I just wonder if there's something "different" about my brain chemistry that causes me not to be freaked out by some dreams.

Or perhaps I've had too many nightmares as a child, and nothing can shock me anymore?

My childhood nightmares were quite intense though.
At about 7, I had a nightmare that some crazy surgeon wanted to surgically change my dad into a horse. And I could *see* it all happening.
Then at 10-ish, I had one where I was in a museum of sorts, and this bald guy was being displayed. The information card read "He was pierced alive" and then I could SEE his head get pierced by two power drills, one from each side. All the while, this bald man's eyes were wide open and he was laughing hysterically/maniacally, while blood was streaming down his face.
In my teens I had one where a robot was following me around (a really agile and fast robot) and the last thing I saw before waking up was its hand approaching my face slowly.

Those are the only dreams I can really remember that REALLY freaked me out, so much so that I can still remember every detail to this day.
Everything below that shock-level doesn't bother me.

..maybe I just have a very high shock-theshold..