Should I be concerned about having a dream about my recently departed mother in law handing me a havdalah candle?
Answer:
I would not be concerned, and would interpret the dream in a positive light.
The havdalah candle symbolizes a separation, the separation between Shabbos and the week. However, at the same time, it implies a connection, in that the light of Shabbos passed on into the week.
In passing you the candle, perhaps there is a symbol of the light of your mother-in-law being passed on to you.
In general, the Gemara writes that (according to one outlook) one should not read too much into dreams, though another outlook sees them as a partial prophecy.