Having a closer look at dreams
As scientists have proved, most of our dreams occur during the REM stage of sleep. REM stands for Rapid Eye Movement and it basically means exactly what the name suggests. If you have ever had a close look at somebody who'd just fallen asleep, you might have noticed that the globe of their eyes is moving rapidly under their eyelids. This usually occurs immediately after falling asleep or before waking up, when the sleep is not too deep and, although the body relaxes, the mind is still alert. It is usually during that stage that dreams come into the picture.
So, the psychological explanation is that dreams are generated by the brain, which is still active, and they reflect what's happening in our subconscious mind. Somebody said dreams are our deepest thoughts made into a movie. I think it's a nice way of putting it, since movies, as dreams, use images and symbols to convey their message.
Shall we see our dreams as messages from our subconscious? Having a closer look at them we may say that's not too far away from the truth. Our subconscious is a mental space we normally don't have direct access to. One way or another it needs to break out to the surface and assert itself. Dreams are one of the channels that allow it to do that.