It's important to note that the brain never sleeps. Complete shut down of the brain means you're dead, so it is always working. The brain notices everything, but it chooses the important things to bring your attention to. For example, you don't normally notice your clothes, but the skin feels it and sends these messages to the brain, which the brain chooses to ignore. However, if you have an itch your brain lets you know.
Dreams are often the brain eliminating all the information it takes in each day. Separating the important from the unimportant and excreting the waste. Sometimes this information gets jumbled and causes strange or fantastical dreams. I've had dreams entirely in Spanish and French and one that was subtitled.
You aren't weird. Everyone dreams, some aren't as memorable as others and of course the nightmares are the worst, but they mostly stem.from your daily stimuli along with a healthy overactive imagination.
I normally have nightmares when I do "see" a dream and they used to rattle me. I've learned to tell myself that it's just a dream and not real and be able to fall back asleep. If that doesn't work for you, try not reading so close to bedtime or stay away from the scary books or watch something light hearted on TV. Usually the last helps me.
Peace, Love, & Converse!