Whimpers coming from my puppy as she sleeps and it makes me kind of worried

Sometimes when my puppy is sleeping she shakes and she makes this like crying noise. She makes me think that she is having nightmares. A few people I know think that's a possibility or that maybe when her mother was giving birth to her she made that noise and now my puppy makes this sound. It worries me a lot and every time I see her like this I begin to shake her to wake her up. My mother doesn't like when I do this but I feel like I'm just trying to help her out.

When she goes back to sleep she sometimes either does it again or she keeps on making the noise. I never had a dog that made this noise before and I'm not used to hearing any other dog make this noise. I was wondering if some one could tell me what exactly is wrong with her.

Questions
1. Do you have a puppy/dog?
2. If so,does your puppy/dog make this noise?
3. What do you think is wrong with her?
4. Should I be worried about this?