Believe in nightmares? I have them sometimes so I don't need to believe in them. But maybe you are asking if they tell the future in some way? Or have some other impact?
I have something weird that happens to me when I sleep. I like to interlock my fingers while going to sleep, but I've learned not to, because if I do it, I have this weird nightmare like the circulation is being cut off in my fingers, and I can't pull them apart because I can't wake up.
I only have nightmares when I get too hot in my sleep. And I've been told I "run hot" and that sleeping next to me is like sleeping next to a furnace, even under very normal conditions...so "too hot" for me is probably approaching an unsafe level of overheating, and I imagine the nightmares are my body's own safety mechanism to wake me up.
3 years ago I had nightmares almost every night..I think they can cause a strong emotional response from the mind, typically fear but also despair, anxiety and great sadness.