usually it comes when they dealing with difficult times in their daily life.
or if they are so dead tired.
this article I found about controlling your dream, perhaps your nightmare also;
Recurring Dreams and Nightmares Many people have the same or a similar dream many times, over either a short period of time or their lifetime. Recurring dreams usually mean there is something in your life you've not acknowledged that is causing stress of some sort. The dream repeats because you have not corrected the problem. Another theory is that people who experience recurring dreams have some sort of trauma in their past they are trying to deal with. In this case, the dreams tend to lessen with time. Nightmares are dreams that are so distressing they usually wake us up, at least partially. Nightmares can occur at any age but are seen in children with the most frequency. Nightmares usually cause strong feelings of fear, sadness or anxiety. Their causes are varied. Some medications cause nightmares (or cause them if you discontinue the medication abruptly). Traumatic events also cause nightmares. 
Treatment for recurring nightmares usually starts with interpreting what is going on in the dream and comparing that with what is happening in the person's life. Then, the person undergoes counseling to address the problems that are presumably causing the nightmare. Some sleep centers offer nightmare therapy and counseling. Another method of treating nightmares is through lucid dreaming. Through lucid dreaming, the dreamer can confront his or her attacker and, in some cases, end the nightmares. Controlling Dreams Lucid DreamingThere is a lot of research being done in dream control, particularly in the areas of lucid dreaming and dream incubation. Lucid dreaming is a learned skill and occurs when you are dreaming, you realize you are dreaming and you are able to then control what happens in your dream -- all while you're still asleep. Being able to control your dreams would be a very cool thing to be able to do, but it is a difficult skill that usually takes special training. It is estimated that fewer than 100,000 people in the United States have the ability to have lucid dreams. They refer to a technique similar to Tholey's reflection method that they call "reality testing." This technique and one called MILD (Mnemonic Induction of Lucid Dreams) have been among the most successful techniques for lucid dreaming. The MILD technique involves similar reminders to the reality testing method but focuses those reminders at night rather than throughout the day and night. MILD begins with telling yourself when you go to bed that you'll remember your dreams. You then focus your attention on recognizing when you are dreaming and remembering that it is a dream. Then, you focus on reentering a recent dream and looking for clues that it is indeed a dream. You imagine what you would like to do within that dream. For example, you may want to fly, so you imagine yourself flying within that dream. You repeat these last two steps (recognizing when you're dreaming and reentering a dream) until you go to sleep. Using this technique, Dr. LaBerge has been able to have lucid dreams at will. Because this type of technique takes such mental training, however, LaBerge is now doing research using external stimuli to induce lucid dreams. While lucid dreaming may just seem like a cool way to enter fantasy land, it also has several applications outside of recreation. According to LaBerge, for instance, lucid dreaming can help in personal development, enhancing self-confidence, overcoming nightmares, improving mental (and perhaps physical) health and facilitating creative problem solving. Lucid dreaming could provide the handicapped and other disadvantaged people with the nearest thing to fulfilling their impossible dreams: paralytics could walk again in their dreams, to say nothing of dancing and flying, and even experience emotionally satisfying erotic fantasies. Such sensorimotor practice could conceivably facilitate recovery from stroke. Finally, lucid dreaming can function as a "world simulator." Just as a flight simulator allows people to learn to fly in a safe environment, lucid dreaming could allow people to learn to live in any imaginable world; to experience and better choose among various possible futures.
Treatment for recurring nightmares usually starts with interpreting what is going on in the dream and comparing that with what is happening in the person's life. Then, the person undergoes counseling to address the problems that are presumably causing the nightmare. Some sleep centers offer nightmare therapy and counseling. Another method of treating nightmares is through lucid dreaming. Through lucid dreaming, the dreamer can confront his or her attacker and, in some cases, end the nightmares. Controlling Dreams Lucid DreamingThere is a lot of research being done in dream control, particularly in the areas of lucid dreaming and dream incubation. Lucid dreaming is a learned skill and occurs when you are dreaming, you realize you are dreaming and you are able to then control what happens in your dream -- all while you're still asleep. Being able to control your dreams would be a very cool thing to be able to do, but it is a difficult skill that usually takes special training. It is estimated that fewer than 100,000 people in the United States have the ability to have lucid dreams. They refer to a technique similar to Tholey's reflection method that they call "reality testing." This technique and one called MILD (Mnemonic Induction of Lucid Dreams) have been among the most successful techniques for lucid dreaming. The MILD technique involves similar reminders to the reality testing method but focuses those reminders at night rather than throughout the day and night. MILD begins with telling yourself when you go to bed that you'll remember your dreams. You then focus your attention on recognizing when you are dreaming and remembering that it is a dream. Then, you focus on reentering a recent dream and looking for clues that it is indeed a dream. You imagine what you would like to do within that dream. For example, you may want to fly, so you imagine yourself flying within that dream. You repeat these last two steps (recognizing when you're dreaming and reentering a dream) until you go to sleep. Using this technique, Dr. LaBerge has been able to have lucid dreams at will. Because this type of technique takes such mental training, however, LaBerge is now doing research using external stimuli to induce lucid dreams. While lucid dreaming may just seem like a cool way to enter fantasy land, it also has several applications outside of recreation. According to LaBerge, for instance, lucid dreaming can help in personal development, enhancing self-confidence, overcoming nightmares, improving mental (and perhaps physical) health and facilitating creative problem solving. Lucid dreaming could provide the handicapped and other disadvantaged people with the nearest thing to fulfilling their impossible dreams: paralytics could walk again in their dreams, to say nothing of dancing and flying, and even experience emotionally satisfying erotic fantasies. Such sensorimotor practice could conceivably facilitate recovery from stroke. Finally, lucid dreaming can function as a "world simulator." Just as a flight simulator allows people to learn to fly in a safe environment, lucid dreaming could allow people to learn to live in any imaginable world; to experience and better choose among various possible futures.
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