I've experienced that quite a lot! Sometimes, I wake up right after I die in my dream which is involuntary and other times I lucid dream and switch to another dream

I cut off my own head in a dream once. The dream didn't end there

Istg might've been one of the worst dreams ever especially cuz after dyin I continued on living as 'nothing' in a grey dull void (not even black or blinded) and people were passing by like mist but no one would respond to my voice Was hella creeped out for 3 days after waking up

I met myself in my dream , or maybe it was just another sexy penguin