Almost everyone dreams, whether its nightmares, messanger dreams, or just dreams no one understands.
I always have nightmares. About twice a week. Its normal. Nightmares are either messages from an unknown person or entity, or you working through personal problems, or warnings...
Messanger dreams are dreams you will remember through-out your day/days, that bring some message about the past, now, or the future. Listen to those dreams and remember them, for they COULD possibly save you in some way.
Dreams that no one understands because they are so.... weird, are my favorite kind. Those dreams generally have 1 or more meanings with in them.
People always ask me how to remember ALL their dreams. The best advice I have to give is to get a pad of paper or a journal, and the second you wake up write the dream down. You normally will remember your dream for only a short time after you wake, so it needs to be done the instant your eyes open. So keep some paper and a pen/pencil by you when you go to sleep.
I don't have to write my dreams down as much because I am usually awake while I dream. In other words, I know when I am dreaming. The first time this happened I was having a nightmare that I REALLY did not want to be in any longer, so I thought: "This dream sucks" and I woke myself up.
Now, as for astral projection...
Everyone does this while they are sleeping at some point. Thats why sometimes you are just about to dream and you wake up with a start. Or you wake up by your body jerking. This is you knowing your going to enter a bad projection and so you stop yourself. This could also be you not being ready to project, so you stop yourself.
This is why sometimes you wake up from a very active dream and you know about something or someone you should not know about. This is also how your sub-mind works through some problems.
You may be afraid to astral travel, as am I, but you do it whether you know it or not.