Baby night mares n crying

Cannon

My 9 weeks baby cries painfully whenever someone coughs or sneezes. She doesn't like to sleep alone either. She also wakes up crying like she is being thrown down or sth, raising hands. I donno if it's normal but am praying for the nightmares. Also teaching her that it's normal for people to sneeze so she won't cry. Anybody had the same issues ??