Dreams can serve for many different uses, and mean many different things, and many people cliam to have been given foresight into the future through thier dreams.
Some dreams can hold the power to show us the things which are yet to come, and there are countless stories in which cliam they have seen something within thier dreams, which then came to acutlaity.
One of the possible reasons for the prophetic dream could be that in the state of sleep when you active conciosuness is at rest, your third eye might become more aware.
It could also be that it is easier of pyschic power to work without the burdon of the concisous mind, as pychic power comes from the subconciouses, the part of the mind which knows things, that you are not actively aware of knowing, and so it can be hard when in a state of wakefullness for the sunconciosus to come through to the surface.
Dreams allows this to happen with greater ease.
Another possiblity for this, is that there could acutally be things going on that are precursors, signs, of what is going to happen, and they are registured in your mind, though at the time you do not really put these things together, and they may just appear while in a wakeful state as small inconsequental and unrelated things, or to protective your concious self you might block them out because it is not something you really want to deal with so you unkowingly teach yourself to ignore these signs, but when you sleep, your subconcious mind puts these things together for you to show you the full picture