‘Dream sleep' or REM Sleep (Rapid Eye Movement) is when we dream every time we go into deep slumber. But we won't always remember our dreams. Many experts have tried to decipher the concept of dreams but there's still no clear information on what actually happens during REM and what could be the purpose of dreams.
Here's an interesting commentary on dream sleep: The function of dream sleep
As long as our dreams are sweet, let's dream on!