1] Begin a dream journal. You will find that you will remember many more dreams once you begin. It will help if you establish the habit of thinking back over what you can remember immediately after awakening and taking at least a few notes even if you don't immediately have time to write them out in full, as the memories of dreams can to an extent be called back with notes.
2] After you've kept your journal for at least a few weeks, reread. Dreams from a distance often seem different, sometimes richer or stranger. Pick one that strikes you and try to analyze it. [Or you may find it of interest to jot notes of analysis or reference after dreams in your journal].
3] Try to induce lucid dreaming - that is, dreams in which you are conscious of and to an extent in control of the dream state. [Yes, this is possible].
Suggested reading:
"Dreams, Memories, and Reflections" by Carl Jung
"Lucid Dreaming" by Celia Green
"Lucid Dreaming" by Stephen LeBerge
"Dali" by Robert Descharnes
Web resources can be found at Derangement
of the Senses
Assignment #1: The Inexpressible
Assignment #5: Etudes: Algorithms of negation, elision, and substitution
Assignment #7: Automatic Writing
shmoetry
abandon prose all ye who enter here