A wise precaution. So far, the strongest nightmares lurk in the forest just beyond the main village itself. I'd recommend putting in time here, or in the company of others, so that you can get used to their..quirks.

[ Nightmares and Dream Eaters both. ]

One member of our group, Sora, posted a document with details on what sort of dream eaters may appear - not all have been encountered yet, but it helps to be forewarned.