I didn't want to wake up. I was having a much better time asleep. And that's really sad. It was almost like a reverse nightmare, like when you wake up from a nightmare you're so relieved. I woke up into a nightmare.

This quote is talking about how the speaker didn’t feel like waking up. They would have preferred to stay asleep because they were having a better time while they were sleeping than they were awake. This made them feel sad because they were expecting to wake up from a bad dream and feel relieved, instead of waking up from a good dream and feeling worse.