I've actually had a very similar thing happen. In my dreams I'm in love with this guy and we're in a relationship. When I met him here, because of the dreams I started to believe I felt the same it wasn't until he told me he was sorry he didn't feel that way about me here that I was able to move on.
It hurt but it made me realise that it was more the dreams influencing my feelings than anything else. I'm engaged and completely in love now so it really was for the best.