This happens to me often, but I've never thought of it as a symptom of anything. In fact, when I'm just on the edge of sleeping, I can sometimes switch back and forth between "normal thinking" and "dream thinking". I often try to remember my dream thoughts when I switch back to normal mode, but it is nearly impossible - they evaporate or are somehow incompatible with normal thinking.
> whenever I'm asleep I always dream, and I start dreaming the instant I fall asleep
This happens to me frequently as well (but not "always") and is basically another aspect of the phenomenon described above.