When you get a nightmare could the message in it be right?

For your title question:

When you get a nightmare could the message in it be right?

The short answer is no.

I'm not very clear about your elaboration in explaining the title.

What dream is, is that the fragments of concepts and experiences left in the memory re-associated themselves without immediate sensual organs' input, during sleep. Dharma Master Xuanzang (玄奘法師 602–664CE) has very profound explanation on how this happened with his neat Karika on the Eight Consciousness of Yogacara teaching.

In short, dream or nightmare is your mind's contriving and unreal. Yet, due to dream happened without the sensual input's limitation and censorship, therefore, it's not confined in spatial-temporal. In this sense, it could have fore-telling function, or reveal the true meaning of past experiences. It's very rare though, required quite a purified mind.

On the other hand, other dimension of beings could penetrate into a mind in dream which dwelt in the same dimension, therefore, what your "demons" could be this type of thing. However, it's only your mind allowed it's manifestation. But in dream your mind, normal people, is helpless in controlling it. Thus, you will be frightened, they seemed able to harm you, etc. This could happen in meditative stage, for the same reason; for you are accessing your mind, disconnecting from your body. The inside is the outside, the outside the inside. But it's even more rare, very very few people could really do meditation this day, except gleaning a little bit of relief and comfort by sitting without thinking, or doing nothing, compared to the hectic daily life. The teaching of meditation is lost.

In Zen, specifically as it relates to the Yogacara school, there is the concept of the alaya vijnana. This is said to be the root consciousness of the individual. To give a very quick gloss, this root consciousness contains within it all sense impressions (e.g. the five senses, the mind, etc.). It holds them as a kind of potential energy that in turn can influence everything from our reactions, to our thoughts, and even our physical form.

In the dream state (as well as within deep states of meditation) the alaya vijnana is more accessible. The patterns that emerge in dreams or in visions are the language of the root consciousness. While they do convey "truth" in a sense, there is one caveat to working with them - the discursive mind is utterly unsuited for ferreting out their "meaning". As with koan practice (and koans are very much like dreams), the more we ponder and ruminate over our dreams, the further away we are from the "meaning" that our root consciousness is attempting to express. If we are to explore our dreams at all, they should be approached with a mind purified by jhana practice.

Keep in mind that dreams are your conscious and subconscious talking, they are essentially you speaking to yourself and can reveal how you feel about things on the subconscious level.

The Bardo of the dream state is said to be "double-deluded" meaning our day to day lives are an illusion, but the dream state is doubly so.

However, there is a Tibetan practice called dream yoga that turns the doublely deluded dream state into an opportunity to practice

To benefit from doing dream yoga a practitioner should realise the dream-like nature of appearances. They should also have a proper and strong motivation and the determination to use the dream state in their practice. Normally, if you experience drowning in a dream, fear arises. In dream yoga practice, you can change that condition by first recognising you are dreaming and then by performing extraordinary activities, like miracles. Being able to do this is a sign of success in the practice of dream yoga, but success depends very much on your previous accumulation of positive actions. In other words, success depends on your mundane activities which in turn get reflected in the dream state.

Some more resources on Dream Yoga can be found here, and here

Maybe, maybe not.

Negative dreams indicate evil or negative thoughts inside of you.

Interpreting dreams is mentioned as a Wrong means of livelihood for monks (DN 2 and elsewhere).

If you want to have no negative dreams practice cultivating, developing, and pursuing loving-kindness towards all beings (metta).

It is mentioned as one of the 11 advantages of developing loving-kindness (metta):

"Monks, eleven advantages are to be expected from the release (deliverance) of heart by familiarizing oneself with thoughts of loving-kindness (metta), by the cultivation of loving-kindness, by constantly increasing these thoughts, by regarding loving-kindness as a vehicle (of expression), and also as something to be treasured, by living in conformity with these thoughts, by putting these ideas into practice, and by establishing them. What are the eleven?

1. He sleeps in comfort.
2. He awakes in comfort.
3. He sees no evil dreams.
4. He is dear to human beings.
5. He is dear to non-human beings.
6. Devas protect him.
7. Fire, poison, and weapons cannot touch him.
8. His mind can concentrate quickly.
9. His countenance is serene.
10. He dies without being confused in mind.
11. If he fails to attain arahantship here and now, he will be reborn in the brahma-realm.

(AN 11.15)

Therefore try to concentrate and pervade your entire body and mind with loving-kindness on a daily basis to gain these 11 advantages.