No one knows exactly how or why nightmares happen. However, being too tired, not getting enough sleep, having an irregular routine for sleep, and having stress or anxiety may all make them more likely. Nightmares can be related to the child’s stage of development. Most nightmares are a normal part of coping with changes in our lives. For children, they could be related to events such as starting school, moving to a new neighborhood, or living through a family divorce or remarriage.