Since a dream is not a physical thing it technically wasn't their in the first place. But if It is your belief that dreams are an existing thing then you should decide for yourself! It's your belief ,not ours!
You continue on into infinity with the dream . This could be heavenly or hell like. So, pleasant dreams. I'm kidding . Who knows , I admit I've wondered what it would be like to die in my sleep whether dreaming at the time or not.