I only seem to have freaky dreams if I eat Mexican food after 8pm. I read in the dream dictionary that "centipedes" (no mention of millipedes) are fearsome creatures. In dreams, they represent fears and worries that act as obstacles between you and your goals. There will be tremendous amount of negative energy surrounding you, and impeding every steps of your progress. Stop thinking negatively and being pessimistic will rid of centipedes from your dreams. Would that have the same application for millipedes?