I am having nightmares - what can i do?

Consider: talking with a therapist. Minipress (prazosin) can be used off-label to help with nightmares.

There are some: medications that can reduce nightmares, but I'd also talk to your doctor about helping you determine if there is a cause for these? Are they more than nightmares (e.g. sleep paralysis can be quite frightening), are there symptoms other than nightmares? Talk to your local doctor.

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.