Waking up suddenly screaming

Michelle

My son is 2months and 2days old and there are times when he wakes up all of a sudden seemingly out of a deep sleep screaming bloody murder. Its not hunger or pain because as soon as I pick him up and he is against my chest he calms down immediately. Is he having nightmares. Is it possible for him to have nightmares at such a young age? Is anyone else experiencing this?