The term "dreadnought" is derived from the HMS Dreadnought of the British navy, which was the first ship to emphasize mounting multiple heavy guns in turrets, setting the standard for capital warships for decades to come. The deployment of HMS Dreadnought lead to the first super arms race during the industrial age.
In some ways the deployment of dreadnoughts by the Royal Navy was a mixed blessing. While it did give them a head start on the deployment of this new type of battleship, it also made the rest of their fleet obsolete overnight. In the minds of some of Britain's rivals, it gave them an opportunity to even the score with the large Royal Navy. Thus, many industrial nations began building these vessels on a massive scale.
The dreadnought race eventually lead to the massive naval Battle of the Jutlands. The race was finally brought under control with the Washington Arms treaty shortly after the Great War ended. This still did not stop some nations from starting up the race again during the years building up to World War II. Really the only thing that ended the dreadnought race was the rise of the supremacy of the aircraft carrier.
In Star Trek, a dreadnought is a type of interstellar cruise missile built by the Cardassian Union. The Cardassians used them to attack Maquis worlds. It carries a payload of a thousand kilograms of antimatter, giving it a theoretical yield of over 40 GigaTons.
The Cardassians may have used them to attack Maquis targets in the DMZ without openly violating their treaty commitments. Since a dreadnought missile has no crew (being run by an AI program), it isn't technically a starship, although it does have a maintenance compartment with life support. The missile also has it's own weapons and defenses to prevent interception. Oddly they armed it better than many of their own dedicated starships.
"Dreadnought," the Voyager episode
B'Elanna Torres reprogrammed one of these missiles that was captured by the Maquis after failing to detonate, directing it to attack a Cardassian world. When the Caretaker brought the device to the Delta Quadrant, it selected Rakosa V -- a nearby planet that resembled its assigned target -- and proceeded to attack. The crew of the USS Voyager was forced to destroy it, but they were greatly hampered by its onboard defenses.
We see Torres's thought processes at work with this device. She used large quantities of advanced technology in a machine designed to blow up, and included a paranoid array of "what if" instructions to keep it from being defused if it were intercepted. Among these scenarios was one in which the Cardassians captured her and brainwashed her into trying to defuse the device for them.
In Star Wars, a dreadnought is a class of capital warship that was in service during the time of the Old Republic. These ships are only referenced in EU sources; Episodes I-III of the movie series make no mention of them.
In Mass Effect, a dreadnought is the largest class of space warship, making it capable of mounting the largest mass accelerator weapons. These weapons extend almost the full length of the ship, which is typically 800 to 1000 meters long, maximizing the time they have to accelerate a large projectile.
The mass accelerator of an Everest-class Systems Alliance dreadnought accelerates 20 kg slugs to 1.3% of C, giving each one kinetic energy comparable to a 38-kiloton bomb, and fires twelve times per minute.
In the game timeframe, the Alliance navy includes three Everest-class dreadnoughts, five Kilimanjaro-class dreadnoughts, and one dreadnought of unspecified class. The turian navy has 39 dreadnoughts; the asari navy has 20 or 21 (depending on whether the Destiny Ascension is destroyed in 2183); and the salarian navy has 16.
In WH40K, a dreadnought is not a warship but a type of mecha used by the Imperial Space Marines. These machines are used to allow honored Space Marines who have suffered crippling injuries to return to battle, deadlier than ever. They are typically armed for both ranged and close combat, using weapons like assault cannons, missile launchers, heavy flamers, and power fists. Nothing short of an anti-tank weapon will damage one.