At Tom Bombadil's House...

[Turambar]

And Merry’s dream might be a vision of the attack on him by the Nazgul in Bree. I don’t have the book handy right now but when Nob finds Merry unconscious in the street in Bree after the Black Riders fled, Merry mutters something about drowning in deep water, and I seem to remember that the words he uses are reminiscent of his dream in Tom’s house. I like this interpretation because it suggests that Merry had a prophetic dream (as opposed to a dream about something that already happened), like Frodo but unlike Pippin and Sam.