I thought the good dinosaur was a really odd and not a good film at all. My 2 year old was bored. My 4 year old was fine. No nightmares at all, but he's a very tough kid when it comes to separating fiction from fact (as in he understands nuances and can handle some pretty strong stuff). He watched Coroline which scared the life out of DD1 and loved it.
I thought the short was fine. I liked the message. My son liked it the other kids didn't think much of it.
I wouldn't say anything. For every kid upset by a movie another 3 enjoy it. It's hard and worth doing a lot of homework before taking kids.