@WBYeats,
"I do had a horrible nightmare." is a juxtaposition of past and present in the same predicate. I can't think of any logical reason to use it.
Drop the word 'do'. "I had a horrible nightmare." sounds OK.
Some may say that the nature of nightmares makes the addition of the word 'horrible' a redundancy. Perhaps it was a "particularly horrible nightmare".
"I did have a horrible nightmare." sounds like an event further in the past.
"I do have horrible nightmares." is possible. Sounds like a symptom for the psychoanalyst's couch. The word 'do' is superfluous in this case as well, IMO.
"I have horrible nightmares." Figuring my income tax might qualify.