It's really just a product of bad sleep, which is why I might assume most dreams - as seems to be the pattern in this thread - a nightmares... That's the theory, anyway.
O_o Claiming that dreams are "just a product of bad sleep", doesn't even make sense if
everyone has dreams every time they go into REM sleep, which you just said is correct.
Because if dreams are "just a product of bad sleep", but
everyone has dreams when they enter REM sleep, then, that would mean that there's no such thing as good sleep. Because the deepest sleep that anyone can get -- that is, the type of sleep that causes dreams -- is, according to your explanation, bad sleep.
I think the more likely reason for everyone posting about nightmares, is because nightmares are probably more
memorable than your average dream. A dream about being violently murdered is more memorable than a dream about going to school and watching slightly weird dream things happen in a series of semi-familiar environments, the latter of which will probably be auto-deleted by your brain before you even realize it's missing.
Also, I'm pretty sure dreams are easier to remember when you're suddenly woken straight out of REM sleep, as opposed to gradually coming out of sleep and waking up peacefully. And if you jolt awake in the middle of the night because you were having a nightmare, then, you're coming straight out of REM sleep. Not only that, but the thing you were experiencing in your nightmare is something that you'll probably be thinking about for some time after you wake up -- therefore helping it stick in your memory.
I guess my lack of dreams is a toss-up between my being a heavy sleeper, or I've no soul. 50/50
...But my point was that, you aren't experiencing a
lack of dreams. Because you are experiencing dreams, every time you sleep. You're just not
remembering dreams.
If anything, being a heavy sleeper just means you should experience
more dreams than, say, an insomniac, because you're spending more time in REM sleep. Again, though, you just aren't remembering most of them when you wake up.
Except for nightmares, probably for the reasons I mentioned.