My reply consists of one part scientific theory, one part personal speculation and one part answer to the original question. The scientific theory (which has not yet been universally accepted) is best described in this quote from Wikipedia:
"Two researchers have postulated that dreams have a biological function, where the content requires no analysis or interpretation, that content providing an automatic stimulation of the body's physiological functions underpinning the human instinctive behaviour. So dreams are part of the human, and animal, survival and development strategy.
Prof Antti Revonsuo (Turka university, Finland) has limited his ideas to those of ‘threat rehearsal’, where dreams exercise our primary self-defence instincts, and he has argued this cogently in a number of publications. ( [1] (better citation needed))
Keith Stevens [2] [3] [4] extends the theory to all human instincts, including threats to self, threats to family members, pair bonding and reproduction, inquisitiveness and challenges, and the drive for personal superiority and tribal status. He categorises dreams, using a sample of 22,000 Internet submissions, into nine categories, demonstrating the universal commonality of dream content and instinct rehearsal. It is postulated that the dream function is automatic, in response to the content, exercising and stimulating the body chemistry and neurological activity that would come into play if the scenario occurred in real life, so that the dream does not have to be remembered to achieve its objective."
I understand this to mean that while we sleep, the brain randomly activates various parts of the brain stimulating senses such as fear, arousal, anxiety, frustration and happiness. If I happen to awake during or immediately after one of these random activations, I will feel that residual sensation.
My personal speculation is that the human brain does one task especially well. The brain processes the mountains of sensory input coming to it from the sensory organs (e.g., eyes, ears, hands, etc.) and converts that raw data into a model of the universe around us that we can use to guide our actions. When we awake from a dream with some random sensation echoing in our mind, the brain attempts to find an example from our past experience that best fits with that sensation. If that sensation includes elements of fear and frustration, I can imagine that the brain would produce a little scenario (a dream) that would explain why we had those feeling.
So my answer to the original question of "what does it mean" is this. It doesn't mean anything any more than the random ink blots in a Rorschach test have any inherent meaning. Ever since I concluded that dreams have no significance, I just enjoy the good ones and brush off the bad ones.