Four short lines, and almost every one of them contradicts itself. The speaker feels dreams that haunt, nightmares that soothe, whispers that are harsh, and screams that are melodic. Good and bad keep swapping places, so the reader never gets to settle on one feeling.
That is probably the point. The speaker seems caught in an inner state where pain and comfort can't be separated. The nightmares are soothing, which suggests they have become familiar, maybe even something the speaker leans on. The title, "Save me," reads like a plea, though the poem never says what from. It could be the dreams themselves, or the strange way the speaker has learned to live with them.
The mood is uneasy and intimate. The poem is quiet, but there's a sense of someone overwhelmed by their own mind, asking for help while admitting that the thing hurting them has also become strangely beautiful.