I've found if you use really strong blends you may have difficulty recalling dreams, strains may play a roll as well. Skunk crosses or heavy indica's are thought to have a negative impact on memory. These are the ones that often help with sleep or anxiety, so it's a trade off.

When ever you wake up make a conscious effort to remember what you were dreaming. You should start noticing some dreams you can recall to expand on memory recalling, once you remember a few, they normally start flowing. Also at the end of each day spend several minutes recalling the days events, what you ate, thought, as much detail as you can recall to improve your memory.

All that being said it's still one of my pet peeve's with the cannabis myself. But it's also one of the things that makes it great, the ability to forget. /shrug