"Afraid of you coming into my dream" means afraid of someone (Xiao Yao) coming into his dream, probably because this person is a threat to Xiao Yao in reality or Xiao Yao is afraid of him. Maybe Xiaoyao didn't want to meet this person again in her dream, or maybe she didn't want this person to appear in her imagination.

The specific meaning of this sentence may be different because of different contexts and backgrounds, and more information is needed to understand it accurately.