I also thought that Starlight Glimmer was talking and then she was gonna get rid of her cutie mark. It looked like that but it was just a nightmare.
This episode also had easter eggs and references. It had references to ghostbusters, where Apple Bloom is trying to get those electrical parasprites, Inception because of multiple nightmares in a loop, and also Pixar's Monsters Inc. where Princess Luna summons all the doors and enters some doors to see their nightmare.
And of course the Rainbow Dash horse balloon lol