I've had dreams that have been prophetic, as in they have warned me about things that are yet to happen. If I ever have a dream with water in it, I know that trouble is coming.
Once of the most terrifying dreams I ever had was the third in a series of three dreams I had warning me about trouble. It was made even more terrifying by the fact that, from the moment it started, I knew it was warning me about something. The two previous dreams had already "come true" by that stage, so I was really freaked out.
In my dream, I was walking along a beach. I was picking up shells and putting them into a bucket. I could hear the sound of the waves lapping on the shore. I had my back to the ocean.
Suddenly, I heard a HUGE roar, and turned to see a tsunami headed straight for me. I tried to run, and I can still feel the sand giving under my feet. I made it to a concrete brick retaining wall, and clawed my way up it in desperation, and at that moment the tsunami hit, and the world went dark.
Suddenly, instead of being near a beach, I was in a forest, and it was night, and I was walking with my brother. We saw something that told me where in my life the problem would occur, and my brother made an off hand remark, and then I woke up, convinced that something bad was going to happen.
Sure enough, over the next few weeks knowledge of significant problems in this area of my life began to surface. Fortunately, it eventually passed, and I emerged from it a little wiser, but otherwise unscathed!