ive had this happen to me before. only, it wasnt a dream. but it did happen to me in my sleep. the daemon is trying to communicate with you. of course, it is not in a positive way. if it is really bothering you, i suggest that you use my protection potion bottle ritual (on my profile under favorites) and sleep with amethyst under your pillow almost every night. also. have the bottle with you when you sleep. or you can try a dream catcher.
ps. you can also try banishing the dream. but that might not get rid of the daemon. make sure to protect yourself. figure out what it wants to tell you, that might make it leave. use meditation to project yourself to its plane and ask it. anyways. the first option is the easiest. you dont have to do any of this. just thought i should throw my help in there ^ ^