Dreaming that you are rescued by a hero may be reflective of you feeling like you are a damsel in distress due to certain situations suffocating you. Thus, you are forced to sit back and wait in hopes of having someone coming to rescue you.
In your head, you may think this is not a sign of weakness, but it does not have to be taken in such context. Being rescued by a hero in your dream may be indicative of your longing for a more authoritative figure to come by and assist you. The notion of feeling protected and safeguarded from the world is something you yearn for.