Is there something wrong with me because of my dreams?

Thats not strange at all your nightmares are probably caused by a source of anxiety or worry in your waking life. Then again, its possible that the nightmares are the source of your anxiety, in which case you will need to seek professional help. This does not mean that you are crazy, you just need help to break the cycle which you have fallen into. If you think it is the first cause, try to find the highest source of anxiety in your life and eliminate it. If that fails it is most likely the second cause, in which case you should get on the internet and locate a sleep specialist near your home. They can help you. Again you dont have a problem, you are in a bad situation. There is a difference.