It is not silly to ask about this nightmare.
Dreams can be God trying to tell us something. Usually that we need to pray about the person in the dream. I think there is no doubt you need to be in prayer. And that you should also do the other things that have already been suggested. (putting an extra lock at the top of the door where your son could not reach, installing a baby gate at the doors, putting up a fence, utilizing an alarm while at home, etc.)
You also need to equip yourself with some scripture to speak over yourself and your son.
"4 He will cover you with his feathers,
and under his wings you will find refuge;
his faithfulness will be your shield and rampart.
5 You will not fear the terror of night,
nor the arrow that flies by day,..."
I have had my son nearly drown, and nearly die of a terrible allergic reaction mixed with a terrible virus. I know that feeling of fear that can almost choke you. We have to remember that fear is not of the LORD. You cannot allow yourself to become consumed by fear. After you have prayed and taken action to protect your son, cast off your fear. Don't walk in that (fear), because that is an awful way to live.
Here is another verse to help:
"18There is no fear in love. But perfect love drives out fear..."
Of course, like others have said, this may be a product of fear that you have due to the dog that you lost in this way and the fact that you are pregnant. I contend that if you pray about the safety of your son, and do the things recommended, and stand on the Word of God, then peace will come to you. You can ask God to take away your fear and replace it with peace of mind, also.
"For you did not receive a spirit that makes you a slave again to fear, but you received the Spirit of sonship.[a] And by him we cry, "Abba,[b] Father."
2 Tim 1:7
"For God hath not given us the spirit of fear; but of power, and of love, and of a sound mind."
"And the peace of God, which transcends all understanding, will guard your hearts and your minds in Christ Jesus."
2 Cor 13:11
"And the God of love and peace will be with you."
Hope this brings you some relief.