Yes. It's normal, though naturally a bit unsettling.
1) During training, you naturally get a bit of an adrenalin dump. The more realistic and engaging the training is, the more you will experience this. You can & should burn off the residual adrenalin with some exercise before bedtime. It will help.
2) If you do have a nightmare-type dream, don't try to shove it out of your mind. Instead, deliberately take some time the next day to reprogram your mind with a careful visualization of what you were dreaming about, right up through the scariest part that woke you up. When you get to the scary part, instead of visualizing failure, visualize success. What, exactly, would you do if your gun failed to fire? What, exactly, would you do if the criminal kept coming after you shot him? Think it through, then picture yourself doing those things and picture it working.
Sometimes, scary dreams are the subconcious' way of telling us that we don't really trust either our training or our equipment. If that's the case, it's a good idea to get a little more training or invest in better equipment.
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