For me, there are two types of terrible dreams:
a) The first is the obvious, nightmares where terrible things happen and I wake up literally sweating, heart racing, etc
b) The other is where there's a happiness that is near-absolute, usually involving somebody who loves and accepts me completely. Those dreams are generally pretty simple, but waking up is like stepping out from a warm house into a cold night, and wishing I could go back only to find the door shut behind me.