dialogue - What does the conversation mean?

In Source Code, I did not get the meaning of a conversation between Capt. and Christina in the train. It was between roughly 00:42:00-00:43:00

The conversation was as follows:

Capt- Okay. Christina? Um...I've been having these dreams lately. Really vivid. 
      And you've been in them.
Christina- Really?
Capt- What? Oh. No. Not like that. Not that I wouldn't. I...It's just...Um..

So what was it that he wanted to say, but could not complete and why Christina left him without listening to him completely. I could not get that part.