It is an unproven theory by the medical profession that you will never die in your sleep. The theory being if you do die, you will break the link to your real body and as such you will die in this world.
Many years ago, I started reading a series of stories by Graham Masterton called Night warriors; the stories centre on a group of people who have the power to enter people's dreams and take on their evils. always keeping in mind they have to return before the wake, or they will die. If you want a good story, I can recommend them to you.
You may never die, but I have had plenty of occasions when I woke in cold sweats. One such dream started with me asleep on a grassy bank, and ended with me on a rocky ledge just wide enough for my body. My arms and legs were hanging loosely down and there was nothing around me.
I had one in Germany when I imagined somebody was coming into my room to try and kill me, this was so real to me, if somebody had entered the room I would have attacked them in self-defence.
Last night, I had another bad dream. I dreamt that my throat was drying up and I couldn't swallow saliva, as a result I was choking with people around me, but couldn't get help. This may sound not too scary, but if you know me you realise that I do suffer from this condition as a result of a long standing chest infection which has constricted my throat to half its size.