What kind of dreams are you asking that people have? As far as a future dream (a goal), everyone has had one of those dreams for themselves. Whether it is a small or large dream. Even the simple day-dream of something going your way is a dream of that nature, in my opinion.
If you were talking about dreaming while you are asleep. I believe that there is a very low percent of people that don't dream while they are sleeping. I googled this and did some 'skim research' as well before i answered this question. I agree with some of what I have found as well. You would have to study the persons REM patterns from birth to death to find out if he never ever dreamt. So while I am sure that it has happened before it is very slim to none.