Do man always dream when they asleep?

People dream whenever they sleep and enter the phase of sleep called R.E.M. In this phase, dreams are created by the brain. Presumably, dreams have the function of ordering the experiences of the day and deal with a person's hopes and fears.

Even though you may have as much as four or five dreams a night, few people remember even one of these. This is because the brain in this phase does not really "remember" anything. The only reason why you'd remember a dream is if you woke up during or just after a dream, and the images were still fresh in your mind. Because you'd focus on these thoughts, the "waking brain" would then try and remember it.

It is possible for people to enter a "dreamless" sleep, of which narcosis is an example, as well as narcolepsy, where people fall asleep instantly even when awake.