With A Rebel Yell

The baby is having nightmares...
Okay, maybe he's NOT having nightmares, but he's keeping me up at night lately. He's gotten into a habit of giving a rebel yell every couple of hours. He's not awake. I go in to check on him and he's sound asleep. Shortly after the rebel yell he starts to talk in his sleep.
So, I came to the conclusion that he was having nightmares. I was up late last night trying to figure out what these nightmares could be. I hope they don't involve his talking Elmo. I'm a fan of the Elmo doll, I think it's adorable...the baby is not amused. I keep trying. I wait until he's in a great mood and I try to reintroduce Elmo. He's not having any of it. Every time Elmo tries to tell him a story, the baby screams as if I am pulling off his fingernails one by one and he can't get out of the room fast enough. Should I move Elmo to the back of the closet, probably, but he sits out in the open in the baby's room and hopefully is not the cause of these new rebel yells.
What else could it be? I often wonder what the baby is thinking. When he talks to his toys, the dog or other kids he is so serious. He furrows his brow and babbles away and then laughs out loud. I know he'll be talking soon enough and I'll know EXACTLY what he's thinking, but I so wish there was a way to know what he was thinking now.
I wonder if he has nightmares about the vacuum. It's the only other thing he really seems to be afraid of. Honestly, it makes like difficult. The baby is crawling now and every time he sits up, he is covered in dog hair. I'd like to vacuum, but he wakes up whenever the vacuum gets to close and I wouldn't dare try to vacuum while he's awake. So, the house is dirty and I try not to let it get to me too much.
If only he was afraid of the washing machine...