Nightmares can't rule me any longer, but dreams can still go bad... They're just sneakier about it.
-instead of the typical crap like something coming to get you, or not being able to move or speak when something bad is happening, they're more subtle like a vague bad feeling about something that just makes you really unhappy, or a sense of urgency because there's something you haven't finished and need to in a hurry, or a sense of failure because you've already lost at something or failed at it.
You can still change those, but since they're so sneaky you don't always realise how.
Hmm... now that you mention it, I do recall a similar dream that got me years ago. I was staying with my girlfriend and I had to be at work tomorrow morning. She lived over an hour away from my work and I had to commute between the places by taking a train and a bus. My dream that night was of me going to work, taking that route and realizing I was late for work. There were absolutely no telltale signs that it was a dream. My girlfriend commented that I looked really stressed as I slept.
Those are one sneaky buggers.
None the less, I have a good control over my dreams and I honestly recommend people to try and take over theirs. Trust me. You won't regret it.