Yes I have experienced it so many times. I dream about something bad happening to someone dear to me and I then cry so bitterly and wake up crying. Most times when I wake up crying, the dream feels so real and I 'remember vividly what happened.

Crying in a dream is an expression of negative emotion. It is an overwhelming but it doesn't really mean a bad thing happened. It could be a release of negative emotions held back or a cry of joy for relief. I really don't think it's such a bad thing but if it is, you can always pray about it.