These things that come [in dreams] to frighten you are merely impressions thrown on you by small vital forces which want to prevent you (by making you nervous) pushing on the sadhana.
They can really do nothing to you, only you must reject all fear. Keep always this thought when these things come, “The Mother’s protection is with me, nothing bad can happen”; for when there is the psychic opening and one puts one’s faith in the Mother, that is sufficient to ward these things off. Many sadhaks learn, when they have alarming dreams, to call the Mother’s name in the dream itself and then the things that menace them become helpless or cease. You must therefore refuse to be intimidated and reject these impressions with contempt. If there is anything frightening, call down the Mother’s protection.
Ref: Letters on Yoga – III