Yeah, I agree, pregnancy dreams are pretty crazy. I once had a dream that my baby was born with 3 arms, but the extra one was sprouting out of the top of his head! And in my dream, it seemed that I was the only one that was concerned about this!!
You are in a constant heightened state of anticipation right now, so every little thing will likely set you off worrying about this or that. A LOT is about to change for you, and that is both scary and exciting. Your dreams are just magnifying your feelings. Trust me, you'll know if and when your water breaks. For most women though, it doesn't break on its own at home like in the movies. It did for me (in the parking lot of the grocery store, lol) but it's more likely to need to be done for you at the hospital. Even if it does break in your sleep though, and you don't realize it until the morning, your baby will be fine. Your body will continue to produce amniotic fluid even after the sac breaks open. But if your water breaks on it's own like mine did, you will likely be having some contractions too. It's pretty hard to ignore those!!
Good luck and congratulations on your soon-to-be newborn baby! Hang in there, you're in the home stretch now :)