I am a psychiatrist, thus my interest in this comment that appears nowhere else in gemorra or major rishonim, and is very contemporary, the notion that people can "do it to themselves", i.e increase their own anxiety.
My question is, does anyone know of any later sources who have discussed this?
Dr Joseph Berger, Toronto,Canada
The subject comes up often during Halachic discussions of Hatavas Chalom (the way to make a bad dream good). This is only deemed necessary if "Nafsho Agumah Alav" -- "his soul is depressed about it." Some Acharonim, such as the Aruch Hashulchan (see O.C. 220) say that in reality, a person with a healthy amount of Yir'as Shamayim should get over any dream (even if it might be the kind that qualifies for Hatavas Chalom, see ibid. at length) once he realizes that if he should be scared of anything he should be scared of sinning. However, if someone does let himself get depressed by a dream, he should do Hatavas Chalom. This indicates that the dream can have a bad effect once a person allows himself to become depressed by a dream.
Similarly, if someone states that bad things will happen, he in fact increases the chance that these bad things will happen. This is due to the concept of "Bris Krusah l'Sefasayim" -- "a covenant is sealed by the lips," which means that a person's speech regarding the future indeed affects the future both for the good and for bad (see Moed Katan 18a).
All the best,