It could be that you are trying to find something out, and are having a hard time doing so, and it is bothering your subconscious while you are sleeping. It could also be an energy in the place that you are sleeping, but really that is unlikely, they don't usually come to you in your sleep. Hope this helps you out.
What does it mean when you have a dream and a black shadow over you is trying to kill you?
It means that if you are scared than it is definitely an evil spirit. If you are not scared, still , I would be extra careful about playing with any Queji boreds or spirit boxes. Those things can ONLY let evil in