I agree, she will mostly likely forget, as humans don't generally start to form lasting memories till about 4. However, if she seems distress, or brings it up, you might wanna talk to her. Otherwise leave it alone. If you talk about it, and she doesn't need it, it will reinforce the memory.

If she does need to talk, just explain that no one was hurt. Everyone is happy. And that it was just a game. Like maybe... football or soccer. People get hurt in those games, but they still enjoy playing them.

If the two if you seem happy, healthy and stable. She will mostly likely just ignore it. However, best to not have to worry about it at all. Baby gates and baby monitors are best. Get her the baby monitor for her. Tell her it's a gift. Make it something fun, like a neat way to get attention if she needs it. Most kids are afraid to get out of bed after a bad dream anyway. She will probably enjoy the idea.