Is it normal to have scary vivid dreams along with headaches?

Last night I had a dream. I was pregnant in this dream and then I wanted to end it. I took something that would kill it. Then, while I was outside I reached between my legs and grabbed a baby skeleton about 4-5 inches long and I was holding it. It shocked me when I woke up this morning. I woke up this morning thinking what the heck? I have been having horrible headaches before I go to bed every night and the dreams always have similar things happening in them. What do I do? Is there something wrong with me? I'm afraid because I'm also learning Wicca and I don't know if that might have anything to do with it. Please let me know what to do.