Hi,
I have experienced this lately:
I am in a dream in a squad of people who do missions of breaking into places and getting things out of them. This sometimes involves heaving to kill people. Now I am not aware that this is a dream at all and hence feel guilt about what we do.
The part which is interesting is that while I am going through it I am remembering past dreams of being in the same squad doing other missions, and all of these were previous dreams, which I could not recall in my waking state (now I can, as I remember again). It is like my self in that dream has a past and possibly a future in other dreams where I am that person. This person is fully disconnected from any other dreams or from my waking self (with the execeptions of sometimes having people I know in the real world there). At the same time in my last dream I was getting the hint that all of this might be dreams because I remember asking myself the question if I should feel guilty of having to kill people and doing these missions if all was just a dream (on a side note I hate being part of that squad, but I cannot get out of it... I am always right at the start of the mission when it begins)
So what is this phenomenon? How come I have a distinctive self with a past and possible future in dreams which are all interconnected, yet cannot distinguish them as dreams while in them and thinking they are real?
I have similar dream experiences. I think this is why there is the thought that some dreams are symbolic and personal, and some are collective and indicative of 'other dimension' experiences. I tend to think that we are actually living parallel lives in other dimensions, with our other-dimensional bodies, and the cultivation of conscious experience (such as LD and OBE) bridge that gap, so our 'here' selves witness the other stuff we're doing.