Personally, I kinda like the fact that we do not know about dreams and sleep. Like there are theories but the most we know for certain is that if we don't sleep, our body stops working correctly and we die, as well as the fact that REM (the period in which you dream) is super important and your body will rush straight to that if you spend a while without dreaming.
Some of the main theories (ignoring spiritual ones, obviously,) are:
I'm not a scientist but I've done some research into this stuff, because I find it interesting. Hope this helps!