A.  It's  really hard  to  give an answer,  since  so much depends  on
yourself. Moreover, it's always risky to give or follow advice on what
could be a serious problem from far away, and it's ultimately  you who
has to decide whether it is just a nuisance you want to get rid of, or
if  you really  suffer from depressions or  health problems  and it is
necessary to consult professional help.

The common "light" nightmares of permanently missing exams, falling or
being chased can often be  overcome with learning lucid dreaming  (see
section 6). Basically, if you learn to  deal with them, they are not a
problem  anymore. Or, from  a slightly different point of view, you're
facing the problems that cause your dreams and thus overcoming them.