Why do you have nightmares?

Because?: Many hypothesis exist, none was confirmed, about the reason for this (to a certain extent) normal phenomenon. It is believed that plays some role in the balance/normal physiology of brains (even animals have them). If they are excessive, very intense and terryfing, featuring repetitive themes, or reflecting some painful real event, it may be abnormal, deserving a discussion with dr. See my comment.

Everyone gets them: We all have anxieties and encounter things in life that scare us. Nightmares may be a way to help us to work through some of these in a symbolic form. They almost always occur in rem sleep. There are nightmare disorders as seen by sleep docs. Psychiatrists are likely to see bipolar patients with gory vivid dreams and people with ptsd with nightmares and dream flashbacks. As to why? God only knows.