Ever die in a dream and then wake up?
That just means an alternate you in a different timeline has died. Dreams about yourself are a glimpse into what's going on in alternate versions of yourself.
This also would explain why sometimes a person can dream of something, and then have it happen later. You simply have to choose the actions in the dream, and you become the version of yourself from your dream. Your timeline becomes his timeline, and vice versa.
Try to be more careful, though. Also, be mindful of what happened to those versions of you who died, will you? Remember: your awoken self is also the dream of another version of a sleeping you.