As far as we know, in pretty much every culture on Earth, people have always thought that dreams mean something, and that they were often important. Even today with our spritualty buried beneath science and technology worship, modern psychoanalysis re3quires us to divulge our dreams.
In ancient times in some cultures, dreams were considered to be direct links to the divine, messages from gods and goddesses, imparting wisdom and warnings. The reason we know these things are people wrote down stories and experiences at the time that talk about dreams. For example the tale known as the Epic of Gilgamesh, written at least as far back the 18th century BC, tells the story of the King of Uruk and how he is tormented by nightmares. This story was carved ionto stone in Babylonia, now part of Iraq, and reflects early civilizations' obsession with demons and spirits tormenting us while we sleep. In fact some people believe they may have errected temples to protect themselves from these malign entities.
The Ancient Egyptians also regarding imagery in their dreams as warnings, though not from mischievous spirits or devils but rather more helpful intelligence sent direct from the gods. The Ancient Egyptians were the first people we know of that asked questions of their dreams, something we can still do today by forming questions and meditating on future problems and complications then allowing our dreams to guide us. This technique is known as Dream Incubation - though nowadays we are more likely to be asking our unconscious to rpovide our answers than the gods, like the Ancient Egyptians.
Furthermore, where we may meditate on our problems, the Ancient Egyptians and constructed an entire industry around using dreams to answer all kinds of questions. The gods of dreams were known as Serapis and the3re were many temples didcated to attracting them. For example, people in search of healing would sleep in a temple dedicated to Imhotep, then recall their dreams to a Master of Secret Things, and acient form of dream therapist, who would tell them what their dreams mean and offer a course of action to improve their health.
The Ancient Greeks, who studied the culture of Ancient Egypt, also practiced the art of dream incubation and believed their dreams were messages from the gods and asked Aesklepius, the Greek god of healing, for divine intervention. Many huindreds of temples were errected purely for this purpose, situated in carefully chosen picturesque surroundings. However, the interpretation of dreams was rarely involved with these temples. Instead, dreaming in these temples was treated as a kind of summons, hoping the god Aesklepius would visit them in their sleep, which was induced by the god Hynos (where the word hypnosis comes from) and a sedative, and they would be licked by a sacred snake that would cure their sickness or troubles. It was this connection with divine snakes and healing that gave rise to the medical symbol of two snakes known as Caduceus.
However, it was the Greek philosopher Heraclitus who first began thinking of dreams in a way we might sympathize with today. Although he may have connected some aspects of dreaming with the divine, he is thought to be the first person to see dreams as part of the individual dreamer, at least partially created by our own subconscious - though he probably never thought of it as such. He is often quoted as saying 'The waking have one world, in common, whereas each sleeper turns away to a private world of his own'.