Stage - To dream that you are on a stage, represents your behavior, manipulation of and relationships with others. It is telling of your interactions with society. You are putting up an act and not being who you really are. There is a saying that goes, "all the world is your stage" and the dream may thus refer to your desire to be the center of attention. Also consider how your stage performance parallels a waking situation.
Band - To see a band or play with a band in your dream, represents a sense of community and belonging. The dream may also be a pun on banding together and need for cooperation/unity
It sounds so depressed T-T. Based on what I read so far, my thought is that you are trying to hide from yourself (like being in invisible mode :)). You may get the attention you want but in the end, you realize that you still did not have anything or anyone. Just my thought though, do not take it seriously XD