Re: novel experiences/sensations in dreams
If it's something like fear, I'd imagine it's because fear is a primal and physical response all bodies are capable of producing, just like an erection is a physical response all men with functional penises are capable of producing whether or not there's erotic stimuli at the time. The physical response is not completely tied to what you might call psychological experience - hence panic attacks or the extreme emotions (euphoria, terror, religious ecstasy etc) experienced by some with temporal lobe epilepsy despite having no experiential precursors, etc. Sounds like your brain decided to kick your fear response to its maximum (maybe to test it's working), and then built a story up around it. Kinda like when you're asleep and an alarm is going off in the real world, your dreaming mind builds this story about some irritant you need to destroy, or when you need to pee and you dream about toilets, running water, etc. Your physical body is having a response and your mind builds a story around it.
Dream paralysis involving fear is pretty common too. One theory is that the body experiences its actual paralysis in the real world (our bodies are paralysed during some phases of sleep) and incorporates that into its dream which then heightens the fear experienced. I've had many dreams where I've desperately needed to run or say something and have terrifyingly not been able to. I experienced heightened religious ecastasy in a dream as a kid and have never experienced it in real life - looking back, it was an odd mixture of *physical* fear (which heightened the physical intensity of whatever I felt), joy and extreme calm. I've watched my dream mother die in my arms, blood spilling out of multiple gunshot wounds. The feelings of being slammed with horror, the extreme urgency and my desperation in pleading with her to stay alive felt as real as anything else I've felt, but I've never had that experience in real life either (with that one though, I might have RL correlates that could translate).
It's also possible that we've experienced extreme fear in infancy (when left alone for instance) and simply don't remember, or even just extreme adrenaline in other instances as an adult (like narrowly missing a car accident). The experience lasts only a short while but the physical imprint remains.
I've heard some extraordinary stories about people who've met a stranger in a dream. The dream is usually marked by urgency and a sense of loss as they realise they will lose this person once awake. Some hasty attempt to exchange contact details follows before the dream crumbles and upon waking they spend years searching for this person. I've seen a couple of people who actually did eventually find the person they dreamt of in the physical, both having had the same dream with the correct physical description, name, phone number, etc. Of course, bias, hazy thinking and poor memory are more likely to account for what happened than an actual dream meeting, but it's fun to think about.