Why is this dream making me so depressed?

l usually go to the gym in the morning but today, l just couldn't be bothered and thought about a lot of other things and l had a little dream about losing my dad and when l immediately woke up, l ran into his room to make sure he was there. This has not happened the first time. l'm always having dreams about him and whenever l do, it's always losing him and each time l get so petrified that l cry in silence. l lost my mum when l was 10 and that was hard enough but my dad was there for me, so if l lost him now, then l've lost myself :( l don't know what to do. What can l do to stop these horrible dreams and thoughts from coming back into my head?