Another reason why you have more nightmares in winters coupled with sleeplessness could be due to depression triggered by seasonal affective disorder (SAD) which is common during the cold weather. All you want to know about SAD"According to studies, it is found that nightmares are common problem among people with symptoms of depression. Seasonal Affective Disorder is one of the more common causes of insomnia or hypersomnia I.e. "Seasonal affective disorder (SAD) is a mood disorder with seasonal pattern. Nightmares are also common in night owls or evening people than morning people or those who start their day early and this could increase their chances of being haunted by scary dreams in winters.

Source: Hindustan Times November 25, 2021 19:19 UTC