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Sleep itself is a rarely understood phenomenon but dreams are more compelling to divulge into. It's more like you being in another world. Waking up this morning, I had had a dream the night before. It was a weird feeling because while I was in it, it felt so real but at the same time I knew it wasn't reality.
The content and purpose of dreams have been a topic of scientific speculation, as well as a subject of religious and philosophical interest.

Freudian theory of dreams endorse that dreams reveal an insight into hidden treasures and emotions.

Dreams occur in the rapid eye movement stage of sleep when the activity of the brain is high and resembles that of being awake. The length may vary and if the person is awakened during the REM stage of sleep they tend to recall the dream. They are basically stories our mind conjures while we sleep and they occur about four to six times a night in an average person. Research have shown that those who were not allowed to dream due to waking before drifting into REM sleep experienced :-
Anxiety
Depression
Lack of coordination
Difficulty concentrating
Increased tension

NIGHTMARES.

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This is mainly a bad dream or unpleasant dream that can cause a strong emotional response from the mind. Scientifically, research has proven that nightmares arise from stress, anxiety or fear of something. Mostly bad memories or the sub conscious mind trying to warn you about something. They are mostly seen in people suffering from sleep apena and always leave the sufferer feeling terrified, stressed and unable to return to sleep.

LUCID DREAMING

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Has your dream ever felt so real ?

In fact you could practically control what happened in it.
In Lucid dream, the dreamer is fully aware that it's not reality and is able to exert a degree of control over the characters and occurence of the dream. This usually occurs when a person is in the middle of a normal dream and then suddenly realizes that they are dreaming. This is also called a sleep-initiated lucid dream. In a wake-initiated lucid dream, one goes from a normal waking state to a dream state, with no lapse in consciousness. This indefinitely draws us to the last part.

SLEEP PARALYSIS

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This occurs when a person is in-between wakefulness and sleep. During these transitions, speech and movement is entirely impossible for a few seconds or minutes. It mainly occurs is those who are narcoleptic and can be triggered by sleep deprivation, psychological stress or abnormal sleep cycles. Imagined sounds such as humming, hissing, static and zapping noises are reported to and these symptoms are usually accompanied by emotions like fear and panic.
When a person attempts to escape the paralysis, somatic symptoms become a problem, as execution of motor programs in the absence of dampening proprioceptive feedback can lead to intense sensations of bodily pressure and even spasm in he limbs.