It's well known from studies that when you are learning something, especially something new, your subconscious mind will "play with the new experience" while you sleep. The next day you're usually much better at dealing with the task than just after your training.
The same thing happens after many traumatic events. You "re-live" the experience, often in great detail and/or slow motion as your mind tries to deal with it. I had this happen after a bad motorcycle crash but a few days later realized that my brain was literally chopping up the bad memory and analyzing the things I did right and should have done instead. It made me a much safer rider too.
As far as dreams go, I've had the ones where the hammer falls and you hear that hollow *click* instead of bang just when you need it most.
And I've had the "running in knee deep molasses" dreams and the shoot-the-big-beefy-guy-four-times with no effect one too. I consider these normal dreams where your mind is bringing up your fears to work out better or alternate plans.