I'm sure you do dream you are just not remembering them. This is quite common. Most people actually have multiple dreams per night but most only remember one or two.
The purpose of dreams is to help your brain work through all of the images and emotions that are encountered throughout the day.
If you are concerned about not remembering your dreams I would recommend doing some research into lucid dreaming. Doing this sort of researching and doing exercises related to lucid dreaming lets your brain know that you would like to start remembering your dreams.