4. Alcohol
When people are depressed, many turn to alcohol to fall asleep. When the effects wears off, however, the drinker wakes up rather unpleasantly. Drinking too much alcohol, though, can also lead to nightmares and bad sleep. Booze is said to boost the strength of rapid eye movement (REM) part of sleep (where the majority of dreams and nightmares occur) which increases the chance of getting more nightmares. Surprisingly, nightmares are also a common occurrence for those going through alcohol withdrawal.