It shows me tricks of the mind that I use in real life to understand why people do what they do and pick an fake image over their real identity.
Two examples;
One dream, I was able to recognize myself as the person and the monster in the mirror. I felt myself existing through both simultaneously.
Another dream, I was going to fight this guy that was picking on small children and was the top dog of some group. When I went to go fight him, he dropped two items that were mine, when I took off my hoody to fight him, he disappeared and nobody knew where he went - I did, because this entire time, he was me, just I hadn't recognized it until I fought him.
Insanctuary
A shadow in my dream once spoke these bone-chilling words of wisdom after I had asked it, "Who am I?".
"If you say you know me, then you don't know me. If you think you know me, then you probably know me."
LucidShadowDreamer (Updated )
That is actually pretty interesting o.O
Your dreams often give you answers for your questions. Interpreting them is a whole other thing though :)
If you ever have a nightmare, but realize you are dreaming, try asking your nightmare, into thin air, or the horror's objectification, what it represents ;)