While everyone dreams, not everyone necessarily recalls their dreams. Some people also do seem to have a significantly less amount of narrative-driven, REM type dreams, regardless of whether or not they recall them.
This can be due to a variety of reasons, anywhere from simply the way their brain is built, neurochemistry, a very calm, content inner demeanor, or having such intense trauma and a powerful censor that their dreams are successfully repressed from memory upon waking.
The latter case often requires some form of release that manifests in other methods, such as sleepwalking or violent spasms while sleeping.
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