I cry in my dreams too and wake up crying but without any real tears.

The one I remember the most was when I was a little kid and I dreamt that a man killed "the penny lady". She was dressed as the Singing Telegram girl in Clue but she handed out pennies to me and my brother so I named her and that dream "the penny lady". I don't know what to make of that, but I've never forgotten that dream or where I was when I dreamt it.

So you are not alone!