Baby nightmares?

My 3 month old has just started waking up randomly from his sleep and crying a little bit. His eyes are still closed the entire time. Its almost as if hes had a nightmare but it happens multiple times a night. Its not like when hes hungry and he wakes up, its very brief and its a different cry then he goes back to sleep if i give him my finger to hold or put his pacifier back in his mouth. Im wondering if we are headed in to the 4 month sleeo regression and this is just the beginning. Anyone else's baby do this?