There is a period of sleep when people dream, it happens every night, but you don't always remember what you dream about, but you definately go into dream sleep every night:))
Sometimes when you don't really go into a DEEP sleep, you might not dream. I remember a few times when I'd close my eyes, get dizzy, three seconds of darkness and then it's morning. No dream, I consciously remember that it was only darkness. ORRRRR alternately, you just don't remember it. :)
I read that we sleep on 90 minute cycles and it's only around the middle of those cycles that we dream. I think that's cool. Cause when I'm dreaming I do remember having previous dreams, and I'm all confused why the scenery just changed lol
Sometimes it just dosen't happen during those really deep sleeps, kinda boring though when you don't have at least one cool dream during the night.