Dreaming of your own beheading indicates that you never get to implement the ideas that come to your mind. This dream shows that you do not act too consistently due to your tendency of getting carried away by the first impulse. (See HEAD)
Keep stress at bay
Your cardiovascular health will likely to suffer when you deprive yourself to sleep. Sleeping can surely reduce the levels of stress you're going through and with that, you could have a much better control of your blood pressure. Not having enough of sleep will also affect the levels of your cholesterol, which plays a significant role in heart disease.
Reading in dream
Sometimes you will not be able to differentiate lucid dream. If you want to be sure, try reading a simple sentence, if you are able to read then you are in wakeful stage if not you are in lucid dreaming. Studies show that you cannot read while dreaming or you will not find the repeated sentences one more time.