Waking yourself up from a dream?

Sometimes, when I have dreams, I can sense something horrible is about to happen. So,while in the dream, I start gasping and can hear myself yelling to wake up and when I do, my eyes shoot open and sit upright quickly and feel like I've just submerged from underwater, I gasp and I feel like I've been holding my breathe. It feels like my heart stops for a while. I don't know if this is normal, I'm pretty sure a lot of people can, but does it take a good mental strength to do this, or what does it mean, what is it?