I know that sometimes when I have dreams, I wake up with something similar to what happened in my dream. It can occur from either something in the dream happening, and you being hurt, or from you being hurt, which is transferred into your dream. For instance:
I frequently sustain arm injuries in dreams, only to wake up and find out that I’ve been sleeping on it, and it has fallen asleep.
I dream that I get run over by a car, and wake up to find myself sprawled on my floor, covered in bruises.
The second kind is (my theory) caused when your body fails to completely paralyze you during sleep. You begin to act out your dreams, but then get caught up and hurt, which converts into the dreamscape as, in my case, being hit by a car.