I definitely had more nightmares when I was upset or stressed as a kid, but luckily not all the time. It turns out that persistent nightmares in children might be linked to psychotic experiences such as hallucinations or delusions later on in life.
It's too early to tell if nightmares are a cause or a symptom of something else. I hope more research is done. Perhaps it will reveal new ways to help people who experience psychotic episodes.