I don't dream. No nightmares either. I have no problems sleeping and I'm not on drugs so it isn't a health thing - I've been like this all my life.
The only times I've managed to dream are when I nap while already well-rested, but even then I still usually don't. Like I might get 1 or 2 dreams a year in total from when I go back to sleep immediately after waking up, but never from normal sleep.
I've read a scientific piece which claimed that actually everyone has dreams regularly. It's just that you normally don't remember them. Sometimes, if you are waken up at a particular moment, you might remember them, but otherwise you would not. So it's nothing to worry about at least...
On the other hand, I had a date once, who claimed she actually lives an actual 2nd life in her dream world, every single night, and remembers absolutely everything about it. Now that is something unusual...but she was also...let's just say "unusual" in her 1st life, so who knows what was going on there...
As they said, you more than likely dream often but you simply don't remember them. And you can totally do what his date does too.
To remember your dreams better and to gain control of what happens during your dreams, you need to practice lucid dreaming techniques.
I highly recommend Stephen LaBerge's Exploring the World of Lucid Dreaming. It has a great explanation of everything, different methods, and practice strategies to build up your skill. It taught me how to lucid dream and, at my height of practice, was generally having a very interesting dream life and remembering it often.