The reason nightmares are called nightmares is because a mare in Old English is a mythological demon or goblin who torments others with frightening dreams.
The nightmare is a also called a night terror and having night terrors is normal even if a kid or someone has never been harmed etc.
Nightmares are more common in children but even adults can get the nightmares or night terrors as well and some kids are perfectly fine with the night mares and other kids are really frightened by them.
A nightmare is a frightening dream in which bad things can happen in the dream and usually occurs during REM sleep and the nightmares are normal and common in children under 10 and can also affect teens and adults.
Not all bad dreams will come true.
I remember as a 4 year old I had a nightmare where a guy kidnapped me from my bedroom and then tied me to a tree with a chain and then poured gasoline around me and on me and set me on fire.
I laughed at him the whole time and I never was frightened by it even at 4 years old.
However some kids are frightened by them and that's okay as well.