Last nightmare I had about it was... A long time ago.
Basically I was a little kid when I first saw Predator, and in the dream I was alone in my house, everywhere I went the predator would jump at the window and roar, which scared the crap out of me, I went downstairs and tried to get out of the house, but the predator came through the door, and then I woke up, I had that dream about 5 times when I was little, now it doesn't scare me at all.