//...if dreaming is real the dreams being part of that reality must also have an existence, but what is it? are they some form of message, do they relate to a collective unconscious?//
Dreams are a process of the mind, as I understand it, a form of house keeping during which the mind is largely closed to external input. Some of this process bleeds over into the conscious mind and that is what we recall as dreams. I'm no authority on dreams. I'll leave it to science to investigate what happens in the brain during dream cycles.
We need to make a distinction between reality and the process by which we are made aware of it, consciousness. Before we can be made aware of what exists there must be something to be made aware of, existence. If what you perceive does not exists in reality, that no longer qualifies as consciousness of reality but rather as dreams, imagination, delusions, etc.
Putting this all as simply as I can, dreams, imagination, delusions, etc. are all real, but they are not of reality. They are manifestations of the minds attempts to grasp reality. How we determine the difference between reality and what we perceive to be is by coming to understand the means and process of consciousness, how we know what we know. Reason, science and the study of epistemology are the methods we use to make this determination.