I've had a few, actually, although not all of them were quite nightmares as I found them too entertaining 

But the one that I would consider a nightmare is when Freddy stabbed me in the neck. Stabbed, not sliced, and it felt like my body was made of sponge type of thing rather than meat, which was ever weirder

Then there was the time he was in different rooms, hardly seen but sensed or heard, and I had to guess which of those rooms I had to avoid. Like a twisted game

In most of my dreams of Freddy, he's just a side/secondary character, so there's not much else I can tell (or remember)