This reaction is quite normal. There was a long thread about this:
Too scared to LD
Normal dreams are more likely to get out of hand than LD’s. And since I’m reading first LD’s, I never saw any nightmare. I just remember a girl on another forum whom first LD’s were a bit frightening. But she was very tenacious and she wanted to have LD’s, so in her fifth LD, she decided to find a bazooka under her bed in order to shot monsters. The monsters were less courageous than she was, cause they never came again! 