Nightmares

I am having nightmares in my sleep for the past two weeks. Terrible ones. The first one was a long story of three ghosts trying to kill my sis and me. This came in about three episodes. That was pretty exciting though I remember only parts of the show. Then my brain decided to change the channels. Right now, I watch an unknown force trying to kill a powerful lady. I am in danger,too. I have got psychic powers to tell the lady when she might be in danger. So, the lady, (I never knew such a person in real life) never lets me get out of her sight though we both are not really great chums. I play a scum character in this nightmare. In the last episode, that unknown force was following me after I had ditched the lady and was running for my life. I have no idea how this is going to end.

I found the following facts to be very interesting:
1. I think perfectly logically, almost cold-bloodedly in the dream.
2. Unlike my other nightmares, this force (and the ghosts, too) could be fooled.

Can anyone tell me why on earth I am having dreams which are episodic in nature? I don't believe in the warning crap, and would be obliged if someone can give me a rational explanation.