Yeah, I've had a couple.  In one, I was coming out of a store when I realized that I was dreaming.  As soon as I realized it, a person tried to kill me.  I was able to get away for an instant before they shoved a katana through me.  It was one of the first times where I died in a dream.  After the stab from the blade, I was over a waterfall, then nothing.  I woke up later.
Allegedly, we dream every night, but can only recall some.  I'm not sure why.  I don't take this type of thing as an omen or sign.  It was just a strange dream that passed.
Honestly, I've been a little more concerned with people who've told me that I was in their dreams.