I think what you mean is you do not remember your dreams...
You see if you did not dream at all, that would mean no REM (Rapid Eye Movement), that state is where dreams happen, also where you actually get the most rest. Without dreams, essentially you did not sleep, and that will lead to exhaustion, and that can actually cause hallucinations, among other unwanted things..
Why you wouldn't remember them, I guess nothing stuck out to you - but if you are not feeling extremely exhausted, exc. you MUST be dreaming.