During our dreams at night we tend to only remember fragments of them. Rarely do we have a dream that has an unbroken storyline, like if we were watching a film. The dream is more likely to be based on some kind of theme that we connect a mix of fragmented images to.
I'm not a dream specialist, but I know the key is to not focus on the dream itself, but on how we choose to interpret it. The story we tell ourselves about the meaning of the dream is how it affects us.