Sleep- what's really going on?

What goes on in our sleep? When we do, we occasionally, or often, visit worlds beyond naturalistic limitations, which are called dreams. It is claimed that dreams are just mushed together happenings from the real world, but is this entirely true? Why can't we remember all of our dreams/forget them as we wake up, or have so many of them at a time? Could out unconscious minds be hiding the truth from us? 

Not only is it strange to think about, but dangerous to study. Lucid dreaming- the act of controlling one's dream as they sleep- is very dangerous, as one is susceptible to a specific kind of sleep paralysis linked only to lucid dreaming, leaving the dreamer locked in an unconscious state and unable to be awoken by outside forces, sometimes resulting in coma and even death. 

If our minds do this to us when we are on the verge of finding out, who knows what kind of knowledge we will obtain when the secret is finally uncovered.