Everyone dreams, just that you forget the dream and think that it never happened. It helps to write the dream down as soon as possible when you wake up then you will slowly start remembering them more and more.
Also, you may think this is crazy, but you can control your dreams as well. It's called lucid dreaming. The main thing is to know that you ARE dreaming and not really awake (or hallucinating). If you think about it, there is only one source the images and sounds are coming from. You. You create them.
It's usually easier to spot a dream if it's a recurring dream or nightmare.