What is a nightmare, and why are they plaguing me?

I think I've been having nightmares again. I'm waking up exhausted, and scared. I don't always wake up in the middle of the night, and I can't remember what I'm dreaming. Only that I wake up in a slight frenzy. I'll become completely alert until I'm so tired I have to just collapse on the pillow. Honestly, it's worrying me. Maybe I'm paranoid. I keep looking over my shoulder at night, making sure nothing is there. I think maybe too many scary movies have been watched. I keep feeling like someone is watching me or like someone is going to just jump out at me at any minute. I don't know. It's interfering with my sleeping though. I'm exhausted. I can't hardly go to sleep at night, and honestly, I'm starting to worry.

Maybe I'm going crazy. I don't think I'm crazy, but then again... Does a crazy person know they're crazy?