Do Kitties Have Bad Dreams?

Abby napping amongst the pillows.

This morning as I was getting breakfast ready for the kitties; I noticed Abby behaving differently. She was shivering and she seemed scared. It got me to wondering if cats have nightmares or do they get afraid of things that go bump in the night? Abby was acting peculiar for a completely different reason which I found out before I left for work. I don't know if it's simply because she has no tail and it hurts her but she needed to take care of some personal business before breakfast. Afterwards she was back to her normal self.