Now, where did that dream come from?How do we dream?

When we sleep, we lose consciousness of ourselves. We do not know what happens to us or even our body. But our subconscious mind still keeps on working. Depending upon our desires, thoughts and events, we see them as dreams. Thus, your mind works in such a way that it fulfils whatever you desire.

Sometimes dreams have helped great scientists to make brilliant discoveries. Sometimes, people come to know about their future when they are dreaming. How that happens nobody knows.

Usually, dreams are pleasant. However, sometimes they may be frightening causing nightmares. But they are only our frightened fears and emotions that take form of pictures. So do not be afraid, there are no monsters lurking there.
  And finally, the art of daydreaming that we all know. The ultimate way of dreaming with our eyes open: - that is our own dream world where no trespassers are allowed.