Common expressions are already mentioned but there is a rare single word that you can consider also:
peace of mind after a pleasant dream
Though, this word is more like an effect of the pleasant dream rather than the dream itself.
In the end, there might not be an exact opposite of nightmare that has a strong positive sense opposed to the strong negative sense of nightmare. [There are also phrases like bad dream and unpleasant dream, and there is anxiety dream which is considered less disturbing than nightmare.]
One reason might be that there is a semantic shift in nightmare and the word has a long history.
Meaning shifted mid-16c. from the incubus to the suffocating sensation it causes. Sense of "any bad dream" first recorded 1829 [Etymonline]
It originally means the demon or soul (incubus, succubus) that plagues sleeping people and it is based on folklore. In Germanic Folklore, there is the mara or mare, a spirit or goblin that rides on the chests of humans while they sleep, giving them bad dreams. It was likely inspired by sleep paralysis. [Wikipedia]
"night-goblin, incubus," Old English mare "incubus, nightmare, monster," from mera, mære, from Proto-Germanic *maron "goblin" [Etymonline]
[Nightmare is not related to female horse etymologically but associated with or visualized with it in collective imagination and it goes deeper in psychoanalysis.]
After all these explanation, I can conclude that fantasy comes close as an opposite of nightmare but it can also be part of a daydream. The word lost its purely imaginary connotation in everyday usage and become only happy or positive visioning that can also be part of dreams.
Sense of "whimsical notion, illusion" is pre-1400, followed by that of "imagination," which is first attested 1530s. Sense of "day-dream based on desires" is from 1926. [Etymonline]
Though, one theory says that it is what dreams are made of:
Dreams allow the repressed parts of the mind to be satisfied through fantasy while keeping the conscious mind from thoughts that would suddenly cause one to awaken from shock [Wikipedia]