mine has been having them too, sometimes several in a night or week. one was a month ago, she woke about 1/2hr before we usually do (~7 usually), saying, "lucy died." i had to swing her across me to see lucy to convince her lucy was here and just sleeping. it must have been an incredibly vivid dream. she would repeat it on and off for days, just out of the blue say, "lucy died," and after a few days it turned into, "the other lucy died," as if our lucy had been replaced by a pod lucy (kinda freaked me out...). she's a bit focused on death, to the extent she's experienced it, ie she and dd1 will "look" at a bug and accidentally kill it. plus 2 wks ago dh showed the kids a discovery channel nature show with elephants, and there was a baby elephant that died from a drought. now she frequently says "the baby elephant died. it didn't have any water," in the saddest little voice (she said it again just today).
she just had one an hour ago (so now i'm awake down here online...).
i think they hit a stage where their comprehension grows and they begin to get angry or scared by things, and work it out at night, moaning, kicking, yelling "NO!!!!"