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I had a horrible dream last night.

I had a terrible dream last night.

I had a frightening dream last night.

I had a shocking dream last night.

Hi,

Do all the above make sense and mean about the same to you? Thanks.
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About the same.
Horrible/Terrible could just mean bad, not necessarily bringing fear.
Shocking is faster, gives you a jolt, wakes you up.
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"A nightmare" also makes sense.