The Girl Who Could Not Dream, by Sarah Beth Durst (Clarion Books, middle grade, November 2015).
Sophie is not like the other kids. For one thing, she can never let anyone know what her parents do as a sideline to their bookstore business--they distill and bottle dreams, and then sell them secretly on the dream black market. Sophie helps by plying sleep troubled schoolmates with dream catchers, providing her parents with fresh nightmares to be bottled (and yes, there's a market for adolescent nightmares), . For another thing, Sophie has never had a dream of her very own. Once when she was younger she snuck a nightmare from her parents collection, and dreamt about a monster...and found that she brought the monster out her when the dream ended. Monster, fuzzy and tentacled, is now Sophie's best and only friend, fiercely protective and loyal.
When a new boy, Ethan, comes to Sophie's school, she quickly realizes that he's a good candidate for dream supplying, and luckily he turns out to be a good candidate for friendship too. For Sophie's life becomes upended when her home is ransacked, dreams are stolen, and her parents go missing. A sinister villain wants to use nightmares for his own greedy ends, and he wants to control Sophie's ability to bring things from dreams to our own world.
So Sophie, Ethan, and Monster set of to track down and foil the villain, assisted by a rainbow sparkle flying pony borrowed from someone else's dream (which amused me lots!). And they find a situation that is a true nightmare, with the scariest things that people can dream up all to real.
It is a warm and smart and funny and scary story, and Monster (with his dry wit and lovable personality) is my favorite fictional monster of the past decade. Durst's writing is snappy and vivid, Sophie is an appealing heroine, and the nightmares really are disturbing (don't give this to a kid suffering from arachnophobia. It might make things worse). References to other fantasy novels will please young fans of the genre, and even those who you might not consider fans of Fantasy will probably be tickled too by the intersection of magic and real life.
Short answer--a winner.