Question

Why do we see dreams?

Answer 1

dreams may occur during other stages of sleep.

Answer 2

Dreams may be a recollection of the events that may have occurred during the day,  or perhaps an 'animation' or a motion picture generated by your brain of your imaginations, ambitions, or sometimes things you may want to avoid in real life. The content and purpose of these dreams have not yet been understood scientifically, but different people have different opinions on them. They may be a product of random brain activation, or may assist in memory formation, in problem-solving, etc. They are activated during the REM phase of sleep.

I personally think that, because brain is active for 24 hours in a day, it is constantly trying to think, or  solve something. When you are asleep, perhaps, the brain having not much to do, generates dreams.