I think you are right, Dreams are messages. However, I think that there is a rather long list of sources for dreams, in addition to gods and the Others ....Dreams with people in them are messages. Others are messages from the Gods. They reflect the unconscious emotions of the Others.
Everybody dreams, It is one means of organizing long term memory, kinda like defragging a computer ...
One rather effective means of interrogation involves "Dream Deprivation", you allow the suspect to sleep as much as he wants to, but you awaken him just as he enters the dream-state as indicated by Rapid Eye Movement (REM), It usually only takes 48 hours before he goes completely off the edge and usually they do not even know what is happening...
Everyone can train themselves to remember their dreams and perhaps even learn to manipulate their 'own' dreams to a certain extent.
I do believe that there are some type of dreams from external sources, and almost every culture has delegated a special role to these certain types of dreams. However, I think that most dreams are generated in our own brains in the Right Hemisphere and we experience the dreams from a POV in the Left Hemisphere, that's why time and space are so screwed up in a dream scenario ....
It is kind of a weird way to Write A Note To Self...