Most people, when they look up at a nighttime sky full of stars, have a feeling of wonder at the mystery of the cosmos and the awesomeness of nature. I think that's what is meant by wanting to dream.
There is a passage in the famous novel by Carson McCullers called The Member of the Wedding. The young girl, Frankie, is at a time of turmoil in her life. She wonders who she is and where her life will go. She looks up at the sky at sunrise, and the author writes that " it was as though a question came into her heart, and the sky did not answer." The stars do not answer our questions about the meaning of life; we have to find that ourselves. And we do it by dreaming, by using the imagination and creative thought.