are you partly dreaming? I wonder if this is a symptom of DID or is it a dream like state which is normal.

I guess if you are going through therapy, you will be processing a lot of stuff, your subconscious mind will be, and when you're sleeping or sleepy, your subconscious will quick in and try help you to sort out your problems whilst sleeping using metaphors and visions, and voices, to help you make sense of stuff. I see this as healthy and normal, not a symptom of DID.

And even if your conscious mind cannot remember any of it, your subconscious mind will, and if it needs your conscious mind to remember, it will happen, so don't worry about it, and let your mind wander off like this, it'll help the process of getting therapy, I'm sure of it.