Lucky you to not have nightmares!
I usually say I have nightmares in reference to the hypnagogic hallucinations I have sometimes when I'm falling asleep. This usually occurs when I'm badly sleep deprived and stressed. They're often visual hallucinations, sometimes auditory and tactile, and accompanied by a feeling of terror. I often have visuals that keep heading towards scary things, that I cannot mentally control or change, things like facial disfigurement, weird entities, gore, etc. as well my body is paralyzed as if it's fallen asleep before my mind has. Once in a while it feels like my soul is being sucked out of my body. Those last some minutes, and I dunno if their technically nightmares, but they're definitely the scariest experiences I get.
Sometimes I have dreams that are unpleasant, (dreams as in not the period when I'm falling asleep) but there's not that same feeling of fear. Such as if I'm having a dream where I'm killing people or I'm caught in a natural disaster or some nasty place--I may feel some discomfort, but I am not filled with the same degree of terror, mostly just discomfort.
I think it's partially due to having terrible sleep hygeine. If I have school or work I will guaranteed not have enough sleep-- average 3-5 hours. If I don't have to wake up early, I often sleep a lot later, varying from 2-7 a.m. in the morning and wake up usually in the early afternoon.
There are periods where I have lots of normal pleasant dreams too though. I think it's all relative to the amount of stress and sleep I'm getting at the time.