I've been thinking about this and have been having a hard time coming up with something specific, but maybe just that whole "someone's staring at you in a creepy predatory way and you don't realize it" thing? It's pretty cliche and I don't know how well it would translate to the screen without coming off that way, but for some reason, being stalked is a big thing in my nightmares, or more often, turning to look out a window and realizing something's been staring in at me from the dark that whole time.

I'd also like to reiterate all the votes for being ______ alive, bugs getting inside your body, and things moving when they're not supposed to. Just examples being slightly off, or predatory/malicious in some way. I don't know, it's hard to differentiate between what somehow crops up in my nightmares and what would freak me out on screen, since I'm not sure they're the same thing. Like, just seeing someone stare in a window doesn't have the same freaky quality as some other things people mentioned, and it wouldn't really freak me out in a movie, even though it's what really sends jolts through my body in dreams.

Not a helpful comment. I'll let you know if anything else comes to mind. ;)