Where do Nightmares Come From?

I've been pondering a question today that I know almost nothing about. Researched some and still know almost nothing! I was thinking about what makes children, or adults for that matter, naturally scared of something. I am sticking more to young children while pondering this because, they do not have as many cultural and developmental influences as an adult. Has anyone seen a very young child have what could be considered a nightmare (say, under one year of age)?

Using my daughter as an example, it seemed that she was fearless for the longest time. Then there came a day when my daughter was suddenly, absolutely terrified of a dancing Jumbah doll It is a stuffed toy that makes farting sounds and bounces up and down. She had loved it the week prior. When I say terrified I mean that she was literally start shaking and run to the other side of the room screaming "NO! NO! NO!". Well, so much for that toy I though, and proceeded to use it as an effective way to keep my daughter from climbing the stairs. Eventually she got used to the doll, but was still scared of it. We couldn't even say the name Jumbah without getting a firm "No!" out of her.

This brings me to the present. Where did she learn to become scared of this doll? Was it a nightmare? Some trigger in her developing mind telling her to be scared of plump round fuzzy things that farted? *insert fat American joke here* It begs the question, are we hard wired from birth to fear certain things, or does or brain randomly make fear circuits, for lack of a better use of words. I believe there is a biological reason for why a lot of people fear spiders, snakes, etc... across cultural boundaries, but what creates the eccentric fears that seem to have no basis in previous experience? More research is in order I guess.