I actually got a lot of nightmares about my Yami Yugi cosplay, especially about my wig. I once had a dream that I forgot my wig at home and I couldn't go back, so I was randomly standing there at a convention, full cosplay without a wig.
Another time I was dreaming that I was walking around the convention with my boyfriend, having fun. Suddenly I walk by a mirror and I see I have an unfinished wig on my head, causing me to suddenly remember I never finished my wig. So I had been walking around with some cartboard attempt at a wig on my head. I was angry at my boyfriend and screamed 'Why didn't you tell me?!", but he didn't respond and kept walking.
Luckily, once I finished that wig, the nightmares stopped.