Interesting, I can understand the relation to anxiety as when I have had more than a couple cups of coffee on a given day I really do start to become shaky and irritable by things that normally wouldn't phase me and have seen similar things in heavy coffee drinkers.

The dreams may actually have appeared because of your sleep habits being fixed as you were waking up with coffee and not naturally waking where your brain actually starts to change from a dream state to a conscious state (which could explain why you now remember them).