I have weird and realistic dreams all the time. However, dreams are nothing more than your brain organizing and trying to make sense of your day, and putting it into a story line. You dream every night as long as you enter REM sleep, it's just whether or not you remember it.
I have had sensory dreams before - in fact, lots of times. One that comes to mind is where I felt like I was getting shocked by electricity when this lady held on to me. I have also had dreams where I can actually sink out of my body, and I can actually make it happen. If I sleep flat on my back and have absolutely no worries, I am able to make myself sink out of my body and then have these weird 3-D dreams. The first time I figured out I could do it was when I was at my grandma's house and slept overnight, but I slept in a different position than I usually do. Then I dreamt I was flying over deserty mountains, and then I saw a huge R2-D2. The most recent one I had was when I sunk below my bed and saw 3D angels, although it did not last very long. Kind of hard to explain, but I am able to control it now. Only problem is that since I have school now, I have worries all the time, so I can't do it like in the summer.
But no matter what, dreams are just you making sense out of your day, and have nothing to do with another world or dimension or reality or whatever. It's all about your neurons firing and your body paralyzing you, since in REM sleep, your brain waves are exactly the same as they are when you are awake, just your body paralyzes you. People who have problems with getting paralyzed in REM sleep often sleep walk, see aliens, lights, etc.