I Know!
A Simplified Quote Of What Kyon Said In "The Melancholy Of Haruhi Suzumiya" In The Episode "The Melancholy Of Haruhi Suzumiya Part 6"
When We Fall Asleep And Our Brain Is Still Working And That Causes Dreams. But If The Brain Stops Working When We Fall Asleep - That Means We Have None
.........Why Do I Rely On Anime/Manga And TV Shows? o.O;