Dream of dark horse (9)
I believe the answer is:
nightmare
'dream' is the definition.
(nightmare is a kind of dream)
'dark horse' is the wordplay.
'dark' becomes 'night' (it's dark at nighttime).
'horse' becomes 'mare' (mare is a kind of horse).
'night'+'mare'='NIGHTMARE'
'of' acts as a link.
(Other definitions for nightmare that I've seen before include "fiend" , "It makes one restless" , "Horrifying dream" , "hellish event" , "Terrifying experience" .)