The depression coming on you in sleep must have been due to one of two causes. It might have been the trace left by an unpleasant experience in some disagreeable quarter of the vital worlds, and there are places in plenty of that kind there. It can hardly have been an attack, for that would surely have left a more distinct impression of something having happened, even if there was no actual memory of it; but merely to enter into certain places or meet their inhabitants or enter into contact with their atmosphere can have, unless one is a born fighter and takes an aggressive pleasure in facing and conquering these ordeals, a depressing and exhausting effect. If that is the cause, then it is a question of either avoiding these places, which can be done by an effort of will, once one knows that it is this which happens, or putting around you a special protection against the touch of that atmosphere. The other possible cause is a plunge into a too obscure and subconscious sleep - that has sometimes the effect you describe. In any case, do not allow yourself to be discouraged when these things happen; they are common phenomena one cannot fail to meet with as soon as one begins to penetrate behind the veil and touch the occult causes of the psychological happenings within us. One has to learn the causes, note and face the difficulty and always react, never accept the depression thrown on one, but react as you did the first time.
A darkness settled on the heavy air;
It hunted the bright smile from Nature's lips
And slew the native confidence in the heart
And put fear's crooked look into her eyes.
The lust that warps the spirit's natural good
Replaced by a manufactured virtue and vice
The frank spontaneous impulse of the soul:
Afflicting Nature with the dual's lie,
Their twin values whetted a forbidden zest,
Made evil a relief from spurious good,
The ego battened on righteousness and sin
And each became an instrument of Hell.