Wow, that's one hell of a shower thought.
Unless you have a serious mental condition, there's no separate entity from yourself in your head fucking with your dreams. A dream only simulates your perception of things, which can be fun, scary, or weird beyond measure.
It's a cool idea to think about, but dreams really are just super elaborate hallucinations really. So there's no reason to be concerned
Reminds me of an Anime I once watched which perfectly captures that "dream feel", so if you're into that you may want to check it out. Here, have a trailer:
If you say it's similar to Inception, that's probably because Paprika strongly inspired it.