I find it is a good idea to keep a journal recording your dreams, for one thing when you get in the habbit of writing your dreams down on a regular basies it acutally helps you to remeber your dreams more and more. You should record your dreams directly after waking up while it is all still fresh in your mind, so you should keep your dream journal somewhere close to your bed.
It can also help you figure out what some of your dreams might mean. If you have your dreams recorded and can refrence back to them you can see how they might relate to things going on in your life that could explain the dream, or you can see if there are any recacurring themses or simillar elements which appear in your dreams.