you are having dreams, you just aren't remembering them. sometimes if you're awaken during 3rd or 4th stage sleep (which is hard to do, considering it's deep sleep), you will not remember the dreams. however, some people just are not good at remembering their dreams. you will remember your dreams the most if you wake up during stage 1 or stage 2 of the sleeping cycle. here's an idea for you to remember your dreams... everytime you DO remember a dream, write it down in a journal. write all the details you remember. Also, this is a strange way of doing it, but i have heard it works. Drink a lot of water before you go to sleep. Eventually you will wake up having to go to the bathroom, and most likely in the 1st or 2nd stage of sleep. And then hopefully you will remember the dream you woke up from. And the idea about the alarm clock is good one too. But make sure to write all your dreams down, to the finest detail that you can recall.