Dreams can definitely "mean things. The ordinary structured filters of thought go away to some extent during dreaming, and while this is probably because the brain is doing some kind of strange adaptive process at the unconscious level, the conscious experience of dreams can provide insight into both yourself and the world around it (or at least the perception of the world).

You can train this via several mystical and non-mystical traditions. But the important thing is to remember that even if really weird stuff that is apparently predictive or not directly observed happens in RL that seems connected to the dream, it's all just in your head.

Your head just has a lot more going on than you might think.