My son had a nightmare that he witnessed someone close to me murder me. Is there anything to worry about, is it possible that nightmares do come true? What would you do?

Usually dreams are symbolism.
His dream could symbolize that he or somebody has resentments toward you.
Talk to him about your relationship with you and see if there is something bothering him.
I know when you are a kid it is easy to magnify a little problem into something big, maybe he is holding something against you.

Could be that he's just afraid of losing you, and that's why he dreams of it. I

You are a single Mom and he is afraid of losing you. Go to church and invite your family into your house this will give both of you strength and a better feeling of security.