Well... I don't know. What I recall reading, or hearing, somewhere sometime long ago was that everyone dreams. We just may not remember our dreams. I don't tend to remember my dreams much anymore. But I think, in my case, it's perhaps due to the fact that I'm old.

I don't know whether not having dreams is a good thing or a bad thing. Personally I don't set a whole lot of store by dreams myself. So if I never had any dreams at all, I don't think I would care. If you're sleeping well enough so that you're rested during the day, I don't think I would worry about it myself. On the other hand, if you're not getting sufficient amounts of quality sleep & you're dragged out all the time, perhaps the fact that you don't dream is an indication your sleep processes are disturbed? And in that case perhaps checking into the possibility of being evaluated at a sleep clinic would be worthwhile?

Here's a link to an article, from PC's archives, by DocJohn, that provides any overview of sleep disorders & insomnia. The article also provides links to a number of additional articles on the subject:

Sleep Disorders & Insomnia Guide