This happens to me frequently, it is usually about a problem that I need to solve. A problem in my dream, not a real life problem. It frustrates me because when I wake up I think about the dream and the problem and it is either not really a problem at all so there is no solution or if it really is a problem I know the solution when I am awake but when I fall back asleep I am back into the problem and can't figure it out. It's mentally exhausting.