(nights) I wouldn't worry if I were you, it's probably just an irrational fear of your life slipping away followed by eternity in a cold dark hole in the ground, while the people you knew and loved, move in like jackels to pick over the remains of your life. Personally, I like to bear in mind what Hume said, which goes something like "don't try making sense of it all, just go and play pool instead."
I keep dreaming about being on a train, and desperately trying to get somewhere, and it’s always very stressful. In the last one, my mum and I managed to avoid the conductor and didn’t even pay for our tickets by running along the train the whole trip. My cat was in one of the carriages and looked rather surprised as I pelted past her. No-one else was bothered, though.
Oh, I get those too - assorted on-the-wrong-train or missed-the-connection dreams. Mind you that happens often in real life, so no great mystery there.
I don't have train dreams... is that because I don't travel by train? Or am I emotionally disabled in some way? I do have driving dreams from time to time - and my late father is sometimes a passenger, which is nice.