For me, this is a wistful piece, not necessarily indicating one's terror, but perhaps the half-depression, half-relief of having woken from a bad dream, with the knowledge one may have to suffer through it again. I have recurrent nightmares as well.
The last I had was interestingly a zombie apocalypse, and my father had been turned into a mindless beast that was trying unsuccessfully not to eat me, until I bit off a piece of his nose (no blood was involved), pried open his mouth, spat it in, and said, "You idiot -- I love you!" He grumbled back the same, surprised, and I locked him in a closet to set out for a cure.
I'm not sure what it means, but this song would suffice for how I felt.