what is dream?

Why do we dream? What is the purpose of them? I have had many dreams in my life and I never understand any of them. I can have some really weird dreams, and some not so weird ones, yet I can never understand the true meaning of any of them. Sometimes I can remember dreams I had a long time ago and sometimes I can't remember my dream, I just know I had one. Some people say that if you die in your dream, you die in real life, but how do we know that? How are dreams linked? You can't prove that a dream can kill you. There is supposed to be a reason for everything, but what is it? This is a question I doubt no-one can answer, I just want to understand why our dreams are the way and they are and why they are supposed to be significant in our lives. Maybe it was some long time ago important to dream for some reason, and now it's just some heritage. Maybe it's a way of unconscious thinking, contrary to conscious way of thinking. It must be the way human brain works. I believe it is directly connected to sleeping, as a way of relieving some parts of brain. But more simple answer would be that life is more fun with dreams.