I remember once, during a discussion about sleeping with my dad, he said that he doesn't sleep on his left side, because that gave him nightmares. I was surprised he mentioned it, because that is something that I also experience.

I can't remember his reasons, but personally, I think is physiological. This is what I think: sleeping on the left side puts pressure on the heart, and the body fires off a "distress signal" to the brain, which creates a nightmare, causing the sleeper to toss and turn(or wake up) and thereby taking pressure of the heart.

So maybe nightmares have a physiological component that is body-centric.