Nightmare

A nightmare is a dream that is so unpleasant that it wakes you up according to Ernest Hartman, who "wrote the book" on the subject ("The Nightmare: The Psychology and Biology of Terrifying Dreams" by Ernest L. Hartmann)

That's a definition that researchers have used. For everyday purposes, I consider any dream that leaves you feeling horrified, afraid, vulnerable or in danger of your life to be a nightmare. In other words, any really bad, unpleasant dream. (If, in the dream, you first feel bad then recover, I'd not consider that a nightmare).

The point with a recurring nightmare is to make it go away

I repeat, the point is to stop the nightmare. Because

1. It's unpleasant -- that's a reason in itself.
2. It ruins your night's sleep.
3. By resolving the nightmare, even if you don't have a clue how you did it, your "unconscious" mind has learned something critical about this problem
4. If you are having pleasant dreams and a good night's sleep you'll be better able to deal with any problem in your daytime life that parallels the nightmare.

Use completing the dream to work on a nightmare

The method of completing the dream is the best I know for working with nightmares. The success rate is remarkable. Dr. Barry Krakow at the Center For Sleep Medicine and Nightmare Treatment did research in which he used a very similar method (called the imagery rehearsal technique, IRT) and showed that it had an important effect in reducing or eliminating the nightmare. ABC TV did a program on nightmares, the interviewed a number of experts who all talked about methods similar to completing the dream.

If that doesn't work, or you are reluctant to try it on your own, my advice is to seek help: call a minister or a therapist.