Sri Aurobindo
Letters of Sri Aurobindo
12. Experiences of the Inner and the Cosmic Consciousness
There is no reason why one should not have a burning aspiration 
in sleep, provided one is conscious in sleep. In fact, the condition you describe was not sleep – it was simply that the consciousness was trying to go inside in a sort of indrawn condition (a kind of half-samadhi) while the external mind was constantly coming out of it. What you have, if you go into this indrawn condition, is not dreams but spiritual experiences or visions or experiences in other supraphysical planes of consciousness. Your burning aspiration was just such a spiritual experience.