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That seems like an unorthodox belief that your pastor holds. If your pastor gives you more trouble about your nightmares, I would switch congregations. Making you feel guilty about your unconscious mind is NOT a very Christian thing to do. A counselor will either help you stop the nightmares or at least help you learn to cope with it. There are counselors who are trained not only in psychology, but with counseling along religious lines. Perhaps you may be able to find one in your area.
The Bible siad that Jesus is the way, the truth and the life. He is not a way but THE way, the only way to salvation. So, unless the Muslums or the Hindus dedicate their lives to Christ, that time they will go to heaven.