When I was about... five or so? I started having this recurring nightmare about my house burning down while I was in my room. Every time, I escaped the same way, though the other parts of the circumstances sometimes changed. Sometimes, I could warn my parents, or rescue my pets, or a book, or sometimes I was being chased by a shadow monster and couldn't do anything but get out.
The dream stopped a few years later, when my house actually did burn down.