I don't quite know how to phrase this without sounding offensive but... do many people have dreams of murdering people? Is that common theme in dreams and I am just blessedly ignorant. I gotta say after that, I'd be losing the contents of my stomach if that happened to me.
I'm happy BTW in reading no more into it than what MW said but I wonder if it's also supposed to reveal something about Don Draper's character -- like what he's capable of if pushed. I remember how scary he looked when Pete first tried to blackmail him and he said "if this information is powerful enough to get a person to do what you want, what else might they do?" or something along those lines.
I think Don has murderous instincts, or at least the old Don did. He's been tamed over the years, but I have no doubt that if the unthinkable were to happen -- he cheated on Megan, after making a conscious, mature vow to be faithful -- he could and would dispose of the evidence. (Although not under their bed!) Yes, way back when Adam made contact with him in the first season, and he went into his desk to take something out, many of us speculated that he was reaching for a gun, and might have killed Adam. I'm a bit sorry that we take his present smooth demeanor for granted; I'd like to see the hints of danger again.