My first time I had something like this happen. I was dreaming, I was in the house I grew up. I could sense an evil force on its way to get me. After being terrified and escaping across the streets and through gardens knowing I was being chased by this evil unseeable thing. I stoppend and this sudden realisation "I know since I'm dreaming I can just wake up"

After that sense of relief I remember opening my eyes and waking up in bed.