Havelock Ellis, in his World of Dreams, says (p. 229): 

    Our eyes close, our muscles grow slack, the reins fall from our
    hands.  But it sometimes happens that the horse knows the road home
    even better than we know it ourselves.

He puts “the horse” outside of the dreamer plainly enough here.  He further says (p. 280).

If we take into account the complete psychic life of dreaming, subconscious as well as conscious, it is waking, not sleeping, life which may be said to be limited....  Sleep, Vaschide has said, is not, as Homer thought, the brother of Death, but of Life, and, it may be added, the elder brother....

He quotes from Bergson (Revue Philosophique, December, 1908, p. 574): 

This dream state is the substratum of our normal state.  Nothing is added in waking life; on the contrary, waking life is obtained by the limitation, concentration, and tension of that diffuse psychological life which is the life of dreaming....  To be awake is to will; cease to will, detach yourself from life, become disinterested:  in so doing you pass from the waking ego to the dreaming ego, which is less tense, but more extended than the other.

Ellis continues (p. 281): 

I have cultivated, so far as I care to, my garden of dreams, and it scarcely seems to me that it is a large garden.  Yet every path of it, I sometimes think, might lead at last to the heart of the universe.

But with the exception of a few spasmodic inspirations, the records of dreams, ordinary or from the sensitives, contain nothing new—­nothing to relieve man from the blessed necessity of eating his bread, intellectual as well as material, in the sweat of his brow; and, perhaps more important still, little to make the interests or responsibilities of this life weaker because of any realized inferiority to those of a possible later life.

It would apparently be inconsistent in Nature, or God, if you prefer, to start our evolution under earthly conditions, educating us in knowledge and character through labor and suffering, but at the same time throwing open to our perceptions, from another life, a wider range of knowledge and character attainable without labor or suffering.

I have no time or space or inclination to argue with those who deny a plan in Nature.  He who does, probably lives away from Nature.  It appears to have been a part of that plan that for a long time past most of us should “believe in” immortality, and that, at least until very lately, none of us should know anything about it.  Confidence in immortality has been a dangerous thing.  So far we haven’t all made a very good use of it.  Many of the people who have had most of it and busied themselves most with it, so to speak, have largely transferred their interests to the other life, and neglected and abused this one.  “Other-worldliness” is a well-named vice, and positive evidence of immortality might be more dangerous than mere confidence in it.