He wasn't sure if he believed Obi-wan at first, the man's hesitation making him question it for a moment, but in the end his own desire that he be right won out. As frustrating as it was that Obi-wan knew their futures in the dream and he didn't, he also took a little comfort in knowing that they had someone to guide them, himself and Padme, through whatever might be awaiting them in their dream world.
Anakin did relax his shoulders finally and when Padme came near he took her into his arms and looked to Obi-wan, "I won't ever hurt her, I promise, no matter what happens."