Wonder Girl Asks: Why do folks sometimes have nightmares?

Why do folks sometimes have nightmares?  I had one just last night.  I think that it maybe because of many factors, some known to man, and some unknown.

It has happened when I had a big dinner just the night before.
It has happened when I watch a scary movie and go to bed thinking about it.
It has happened when I go to bed think about a certain problem.
I has happened when I think about death too much.
I maybe linking those things and it's not even the cause of nightmares and there is a something else that's really happening.  For example for Christians, could be that demons come at night and disturb your sleep.  But then it raises the question of why did demons come at that particular night, when every other night you slept well?  Share your comments if you wish.