I can't remember having a nightmare.
One theory I have, is that I may have nightmares, but when compared to reality, the nightmares are tame. It's easier to recognize nightmares as fiction, when compared to the threats seen while waking that we can't pretend will go away.
I'm sure also that a nightmare can be the brain's way of pointing out a real threat that seems conveniently denied.
A threat need not incite denial and fear, it's impotence should be confirmed, to inspire consolidation, and be seen as a challenge to be overcome.
The greater the threat the more insidious the fear
Or there can be sentient dreaming where we can learn to know we are in a dream. There we can be more likely to fa...

I can't remember having a nightmare.
One theory I have, is that I may have nightmares, but when compared to reality, the nightmares are tame. It's easier to recognize nightmares as fiction, when compared to the threats seen while waking that we can't pretend will go away.
I'm sure also that a nightmare can be the brain's way of pointing out a real threat that seems conveniently denied.
A threat need not incite denial and fear, it's impotence should be confirmed, to inspire consolidation, and be seen as a challenge to be overcome.
The greater the threat the more insidious the fear
Or there can be sentient dreaming where we can learn to know we are in a dream. There we can be more likely to face a fear without the real danger, but I'm not sure what it takes for this ability to be learned. I remember in a dream I was near a cliff looking down, and was struck by the idea that I was dreaming, and would not hit the ground. I jumped, and continued the direction I had jumped, and was aware there was no gravity.
Dreams and nightmares are also no doubt part of finding associations and links between ideas, to help tagging and retrieval, along a relatively stable time line.