In writing about dreams and nightmares, I would be remiss not to write about the dominant dream monsters from western mythology—incubus and the succubus. Stories about these dream demons and demonesses originated in ancient Mesopotamia and have been common ever since (actually, considering that writing originated in Mesopotamia, myths about this sort of dream demon probably go back even further). As you have noticed, these demons are very prominently gendered: an incubus is male and a succubus is female (indeed the former is extravagantly male and the latter amply female). This fact explains the enduring popularity of the concept: these beings are sex demons which represent fundamental human drives and fears. According to tradition, they steal into a person’s bedroom at night and lay with him or her. The nocturnal demons are also reckoned to be spirit vampires of a sort—they steal the life force of their victims by sleeping with them.
While all sorts of gods, goddesses, demons, monsters, and supernatural entities were curtailed by the spread of monotheism (with its jealous single god), the incubus and succubus effortlessly jumped right into the folklore of Judaism, Christianity, and Islam at the very beginning and have stubbornly remained there ever since. Lilith—the demonic first consort of Adam–came into the Babylonian Talmud directly from Babylon (although some modern Talmudists dispute this and assert that the sexual demons are an eighth century addition to the Talmud). In Islamic folklore, there is a persistant belief in the qarînah (قرينة) which are invisible demons which have relations with humans in dreams (according to superstition they can be seen by some holy/magical folk and frequently hide in animal bodies).
There is no shortage of supernatural beings analogous to incubi in other parts of the world either. An incomplete list of these demons includes the Tokoloshe of South Africa; the Trauco of Chile (which preys exclusively on unmarried women); the pink botu of the Amazon, a shape-shifting river dolphin which seduces adolescents; the Indian pori (a seductive angel whichleads men towards suicide); and the Turkish Karabasan. The Teutonic mare or mara is a heavy goblin which crouches upon the victim’s chest (straddling the line between sleep apnea and salaciousness)
There are very obvious reasons why this myth winds through so many human cultures: the dream demon is a fairly transparent proxy for powerful erotic dreams and feelings (I probably don’t have to explain the specifics of this to anyone who has passed through puberty). I have included some “heavy metal” looking paintings and prints in this article to illustrate the dream demon as a symbol of unbridled adolescent lust and nighttime dreams of forbidden lovemaking.
All of which seems to be a part of growing up. Disturbingly, though the incubus and succubus have a much darker abusive side. In traditional cultures (and therefore probably in ancient ones as well) the incubus was often blamed for pregnancies which should have been impossible (as for young women who were secluded or kept under close chaperone). It is not unreasonable to suppose that the demon was thus as a pretext for incest or sexual abuse at home. This makes the original definition of the monster especially sad and appropriate. For too many people, abuse is indeed a life drinking demon which can not be escaped or even discussed. The happy world of people with upstanding loving families…and indeed the law itself are only beginning to find out about some of these kinds of abuses, so it is no wonder they were originally cloaked in myth. Nevertheless, this illustrates that those sanctimonious people who say stuff like “these things never used to happen in the old days” have a rather shallow grasp of history AND human behavior. Additionally it illustrates that made-up supernatural horrors are no match for actual human abuse.