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Modern materialistic science is not sure about the origin and nature of most psychic phenomena including dreams. This information can be found in Vedic scriptures.
Srimad Bhagavatam 6.16.53-54, 7.7.25 or 7.15.61 describes three material states of consciousness:
1. jagrata, awakened state (beta, 14-40 Hz, alpha, 7-14 Hz)
2. svapna, dreaming state (theta, 4-7 Hz)
3. susupti, deep sleep (delta, 0.5-4 Hz)
Beyond them is the fourth state (turya) which is non-material (SB 6.5.12, 7.9.32, 7,15.54). On this level the Supreme Lord can be perceived. Gaudiya Vaisnavas describe another, fifth state (turyatitah), dimension of love between the jiva and Krsna.
What follows are paraphrases of Vedanta-sutra (by Suhotra Prabhu) and corresponding Srimad Bhagavatam verses:
Dreams are created by the Supersoul to award the living entity with the results of insignificant karma. (Vs 3.2.1) SB 6.16.55
The Supersoul causes objects of desire to appear in dreams as they do in other situations (e.g. the waking state). (Vs 3.2.2) SB 11.13.32
Dreams are features of the Supreme Lord's maya. (Vs 3.2.3) SB 11.13.33
Some dreams are omens; sastra and experts so declare. (Vs 3.2.4) SB 10.42.26-27
Objection: When one awakes from dreaming, he knows that his dreams were unreal. Therefore no value should be imparted to dreams.
Reply: The manifestation and the withdrawal of the dream world within the consciousness of the living entity is effected by the Lord. In the same way, bondage and liberation proceed from him also. (Vs 3.2.5) SB 3.7.10-12
The state in which consciousness is focused on the physical body (the waking state) is created by the Supreme Lord. (Vs 3.2.6) SB 6.16.53-54
Different statements in the Upanisads indicate that deep sleep is the result of the soul entering 1) the nadis (subtle channels that pervade the body from the center of the heart), 2) the pericardium, or 3) the Supersoul. The resolution is that the soul sleeps within the bed of the Supersoul, after having entered the palace (the pericardium) through the door of the nadis. (Vs 3.2.7) SB 11.3.35, 1.10.21
Because the Supersoul is the resting place of the soul in deep sleep, it is the Supersoul alone who awakens the sleeping soul. (Vs 3.2.8) SB 3.26.71
[Koran 6.60: "And He is it who takes your souls at night (in sleep), and He who knows what you acquire in the day (...)."]
When the living entity awakes from deep sleep, he is the same person. This is certain because of four proofs: 1) the living entity continues his unfinished karma, 2) he retains memory of his identity, 3) the scriptures so describe him as returning to the same body, and 4) he is bound by the scriptural injunctions (i.e. it is enjoined that the jiva cannot attain liberation while in the state of deep sleep, so he is obliged by sastra to return to the body from that state). (Vs 3.2.9) SB 11.3.39, 11.13.27,28
The state of swoon (mugdha) is midway between deep sleep and wakefulness. That is to say, the soul partially attains rest in the Supersoul. (Vs 3.2.10) SB 7.13.5
Interpretation of dreams can be found for example in Agni Purana, ch. 229.
Some dreams are produced by ghosts (Garuda Purana 2.23.1-12):
1. What do the ghosts do in their ghosthood? When do they speak sometime? Please tell me, o Lord of gods!
The Lord said:
2. I shall tell you about their form, signs and dreams. Being oppressed by hunger and thirst they enter their former home.
3. Though possessed of airy forms, they give signs to their sleeping descendants, o bird.
4. They visit the place where their sons, wives and relatives sleep.
5. If a person dreams of a horse, an elephant, a bull, or a man with deformed
face, if a person awakened from sleep sees himself in the opposite side of the bed, this is all due to the workings of a ghost.
6. If a man is fastened with chains in dream, if his dead ancestors demand food in dream,
7. If one snatches the food from him while he is eating in dream, if thirsty, one drinks water,
8. If in dream one rides a bull or moves with bulls or if one springs up in the sky or goes to a holy place hungry,
9.-10. If one speaks aloud among cows, bulls, brahmanas, horses, elephants, deities, ghosts and demons - this is due to the working of a ghosts. Many are the signs of ghosts in dream, o bird. It is due to a ghost if one sees his wife, relative, son or husband as dead.
11. He who begs in dream oppressed by hunger or thirst should give pindas to the manes to ward off coming distress.
12. If one sees in dream his son, cattle, father, brother, wife, getting out of house, it is due to the working of a ghost.