If you're curious to discover whether you dream or not, have someone wake you when you're in REM sleep. Your favourite search engine will help you to determine when this is happening. Usual caveats apply about taking advice from a random person on the internet.
If you're not entering REM sleep but you feel fine, hey, nice. Contact a sleep scientist and ask if they want to study you.
If you enter REM but have no dreams, hey, nice. You're apparently in the minority. Contact a sleep scientist and all if you want to study you.
It helps to have enough sleep, not wake up with an alarm, not have anything important to do after waking up. Have a pen and paper next to the bed, to remind you. Think about how you want to remember your dream, as you are falling asleep.
If you don’t recall any of your dreams, AND you currently smoke, you could give it a try.