In the first moments after waking up, the Doctor's mind was an odd mixture of unrelated facts. He knew he must have been screaming; Rose had never come in his bedroom before and honestly she wasn't likely to without reason. Additionally, she seemed to be on her way from the pool, judging by her attire.
Or rather, lack of attire. And finally, he slept in the nude.
If it wasn't for the horrors of the War still crashing through his skull, the Doctor would honestly have laughed, were he capable. But all he could do was pull Rose to him, trying to calm his breathing, holding her like a life preserver for a few moments as he banished the nightmare the best he could.