Hopes and fears, run through neuronal and synaptic channels, while in rapid eye movement sleep, based in part on genetic pre-dispositions which shape character, and thus our particular hopes and fears.
Dreams are made of everything we come from, everything we've chosen, sought, or avoided, and everything that could plausibly happen to us -- and sometimes even implausibly -- like flying dreams, where you can fly like Peter Pan.
They are also probably made in part out of what we ate for dinner, or what we injested, imbibed, smoked, or swallowed. In my own case, Kava Kava (root) powder plays a role, as does wine, and spicy food. In my youth, other things may have played a role. Opiates and mescaline, and ergot, and datura and nutmeg, and certain morningglory seeds, and psilocybin and lysergic acid diethlyamide are known to affect dreams, if they are taken before bedtime -- particularly the smoke from gum opiates. It's probably not politically correct to mention these inconvenient truths, but I have no choice, it's a straight question, so I just give a truthful straight answer as best I can (as usual). Know the truth and the truth will make you free -- well at least free from ignorance. Nothing in this post should be construed as an approval of the violation of any law including, but not limited to, the Controlled substances Act and the Omnibus Crime Control Act. It's one thing to know what makes you dream, it's a whole separate matter to go get some and use it. All readers are encouraged to be law abiding at all times. If you want to play around with certain substances, go somewhere where you can do so legally. Stay within the law.
The only really new and surprizing truth I am revealing here is the genetic component of dreams. That will be discovered by modern science in about 50 years -- let's say around 2060. My hat's off to the wonderful scientist who figures that out and presents it to the world, muchos gracias Christophoro Columbo. Previews of coming science available here at answers.yahoo.com -- isn't the internet great!