Dreams may be nothing more than a collection of subconscious thoughts, which is why some may seem random and out of place. Desires, fears, wants, or even just portions of the day may all be jumbled in your dreams.
I don't know what they mean in different worlds, though. Some people think that dreams are just prophesies. I think that the "prophesies" have something to do with a situation that the dreamer believes will happen, and that they come true by chance.