My five year old daughter is having nightmares, but she cannot remember them. When we ask what they were about (both at the time she wakes us up or the next day) she says she can't remember then tells us a story that really doesn't have anything scary in it (her words not mine.) We are at a loss of how to help her with these nightmares if we don't know what is causing them.
You may not actually be dealing with nightmares. You may be dealing with night terrors. From the NIH website (linked), night terrors are disturbed sleep, usually waking up in a terrified state. They are common from ages 3-7, usually in boys, but not uncommon in girls. The cause is unknown, but the site indicates that stress, emotional tension, fever, or lack of sleep may play a role.
According to an informational article in a Canadian family physician journal, night terrors are not harmful to the children having them. They often don't remember why they were so terrified. The article also attempts to reassure parents, indicating that they will pass over time. If these problems are occurring early on, only about 1-2 hours in to bedtime, this is most likely a good indicator you are dealing with night terrors. Night terrors aren't dreams, so they don't occur during REM sleep.
If you think you could be dealing with this, try to observe when she has the nightmare. If she wakes up but it is still not all there, it is probably a night terror. If she wakes up and she is completely alert and talking to you, it is most likely a nightmare.
If you are sure it is a nightmare and she is able to write, keep a notebook and a pen beside her bed. Ask her to write down what she was feeling, seeing, or dreaming immediately before she woke up. We often forget vivid details of dreams as we progress throughout the day so if a dream needs to be studied, dream journals come in handy. Try this with your daughter. Perhaps you can isolate the details of the nightmare and figure out 1, what they are about and 2, why they are occurring. Once you understand those two things, you can move on to conquering and eliminating that fear.
Feferman, I. (1988). Night terrors in children. Canadian Family Physician Médecin De Famille Canadien, 34 2685-2686.
There are two schools of thought on nightmares. One is to talk through them to help calm the child, which you are trying to do, but the other is to avoid pushing her to remember them and instead work on the more holistic view - calming the child or removing the uncertainties/stresses/pressure that may be causing her to have nightmares in the first place.
Sometimes just altering the bedtime can help, or you can look at night lights, the sounds that she will hear while going to sleep etc.
Are you in an area where external noise may disturb her (trains or trucks, for example)?
And as Christopher pointed out, if she is not bothered by them at all, don't worry about them - you may just have to learn to ignore them until they stop.