"Why is it so orange?"
Luna shrugged.
"Does it have to be so orange?"
Luna shrugged again. "I wouldn't know."
Rainbow had a look around the place. "What kind of pony has nightmares like this, anyway?"
"You may have forgotten them, Rainbow Dash, but I assure you that some of your own dreams have been just as weird as this one, if not weirder."
"Did they have this many nooses?"
Luna pursed her lips. "Admittedly, no, they did not. But it is possible there might be something more at play here than just a regular nightmare."
"So we finally get to fight some real monsters?" Rainbow's wings buzzed with excitement.
"Maybe." Luna looked at Rainbow Dash. "Maybe not."
Rainbow deflated a little. "You still haven't told me who this dream belongs to." She looked around again. "Is that a skull?"
Luna looked in the same direction. "It would appear that is a skull." She looked up a touch. "And those are corpses of ponies with their eyes removed, hanged with their own entrails."
Rainbow put a hoof to her mouth. "Definitely something wrong here."
"Or perhaps a foal's imagination running a bit too wild." Luna saw the way Rainbow was looking at her. "You'd be surprised by what horrors immature minds can come up with, just by virtue of having no metre for their gravity. Especially when they are left unchecked."
"So, are you telling me who's dreaming all of this up or not?" Rainbow asked.
"I'm not," Luna simply replied. "And the reason I'm not is because you should learn not to make assumptions about the nature of dreams and their dreamers, or on the nature of dreamers and their dreams. If all information is given to you, you'll never learn how to figure things out on your own."
"But wouldn't knowing who's dreaming help me understand what's going on? Besides, whenever am I going to end up in a dream on my own without knowing who it belongs to? The only way that'll happen is if you pull me in there. You're preparing me for a supposed emergency only you could ever actually make me go through."
"Knowing who the dream belongs to would not help, no," Luna replied. "You'd make assumptions, like I said. You do not know every one of the ponies whose dreams fill the night, and knowing only on a surface level who they might be would lead you to assume things about them, even if you weren't meaning to. Knowing nothing is preferable, in some cases. And if you did know the pony, then things wouldn't be much better. There might be sides to a pony that you don't know about. Details of their personality that you've never come across, things in their life they've kept secret. You'd make even more assumptions, because you'd think you know everything there is to know."
Rainbow mulled the answer over for a bit, as the two of them began to walk in the corpses' general direction. "Fair. Still doesn't address the other point."
"It does not." Luna kept walking.