What determines whether I will have any dream or not?
According to the DreamResearch.net of UCSC, typically, we dream up to 10 times a night (sometimes more, sometimes less), and it is likely that on those nights when you feel that you have not dreamt, you may have forgotten the dream.

Dream amnesia is very common, where we forget most of the dreams (an any instances of sleep walking etc), this article Dreaming: A Neurocognitive Approach has more of the study.