How might Bonquo's dreams relate to how he feels consciously?

Banquo is worried that Macbeth might take action on the witches' predictions.  The dreams are an indication that he is concerned about the kind and about what might happen next.

Banquo is worried about Macbeth's reaction to the prophecies, although Macbeth claims not to have given them a second thought. He's afraid for Macbeth, and Macbeth's ambition. It is important to note that Banquo hears and sees the witches. Macbeth is not the only one who knows what they've forseen.