There are a few different ways of analyzing hero or heroine dreams, depending on the perspective.
Were you the hero? Was someone else the hero or heroine in your dream? Was the hero the same sex as you or the opposite sex?
All these things could matter to you in a different way in your dream.
For example, a woman may simply be carrying out a wish-fulfillment dream if she is rescued by a dashing hero – in this case it might be someone she knows or admires, or someone she only dreams of and doesn’t believe exists in real life.
It’s also quite common for men to dream of being rescued by heroic women, especially in our modern post Lara Croft kung fu fighting super girls world or equality.
Dreaming that you are a hero yourself can be a wish-fulfillment dream, or it could reflect a need to put your fears aside and go for it!