Reoccurring nightmare

These aren't exactly lucid but I figured the best place to ask was here. I keep having this nightmare-ish dream where I am in a home of some sort (sometimes one of a friends sometimes mine) and there is this entity of a black cloud, the cloud is about as big as a average person. It always follows me or someone i know like a close friend or family, whenever the cloud surrounds someone they feel depressed and overwhelming sadness. I have depression, does that have anything to do with all of this. Also have anyone else had a similar dream?