If you keep having nightmares, what could be wrong?

Many possibilities: You could have indigestion, have a noisy room for sleep, have stress that has not been resolved before bed, have sleep apnea, be depressed or overly anxious. Among others.

Dreams: I teach a class, No More Nightmares, with an original theory I developed, Planned Dream Intervention. Learning this skill teaches the sleeping brain that there is no such thing as a bad dream, so you end up sleeping through your dreams and the dream content changes over time. This is a 2hour class, not psychotherapy, and is a skill that you learn and have forever.