You don't choose what you dream about---you just have them. Not all of them are pleasant and nightmares can be really spooky but there are those which you don't want to wake up from.
God may not have given us what we wanted but He did provide us dreams to give us an alternative dimension to experience what could have been---even if for a short while. Well, I've had my share of good dreams and it was fun while it lasted. I remember one dream I had with this woman...nahhh, let's not get into the details...and as things got really heavy---I wake up! Man, it was such a nice dream that I willed myself to get back into the the same dream and I did! Nice, huh? Actually, I woke up again and the sooner I lost consciousness I was again in the same dream! Weird! It only happened one time but as I said, we take happiness every time it's offered.
Unfortunately, dreams do not have a rewind button. Once you've had it you get this ecstatic feeling upon opening your eyes and then followed by a sinking feeling that what just happened isn't true and then you only get glimpses of what had transpired but never really remembering it all. But then, it's better than not having those dreams at all, right?