When we all fall asleep, where do we go? I was thinking about dreams from a psychoanalytic perspective. I want to know about falling asleep. What is everybody's destination on that bed? Is it the future past or our imagination?
In short, it depends on the dream. Sometimes dreams can play out a past event with or without truth, sometimes they can project a possible present and future. Sometimes they can play out a fantasy you may have and have no bearing on reality at all.
Whilst I am a defender of Freudian and Neo-Freudian psychology, please be aware that this covers areas of psychology considered by some here to be pseudoscientific

Sigmund Freud’s The Interpretation of Dreams was one of the most important books of the 20th century.
First published in 1900, it provides a groundbreaking theory of dreams and an innovative method for interpreting them that captivates readers to this day (Freud Museum of London)

Sigmund Freud said:

The interpretation of dreams is the royal road to a knowledge of the unconscious activities of the mind.

For this reason, there are many books and websites purporting to be an accurate way of interpreting your dreams. Some believe that interpreting dreams can be a way of working out what you will do or should do. Freud himself said these books are not to be followed.
The main thing to take to mind is that dreams cannot be relied upon to accurately recall or predict anything.

Dream interpretation was an important &quot;technique&quot; in psychotherapy. However, after over a hundred years of research, there is still no scientific consensus on the meaning of dreams, or even if they mean anything at all! Dream interpretation is currently patent quackery. (RationalWiki)

To call dream interpretation &quot;quackery&quot; would signify that dream interpretation is seen as a means of therapy.  Whilst there is no scientific consensus on the accuracy of dream interpretation, and therefore it is pseudoscience; it is not a form of therapy and never was.  It is a tool, which whilst possibly inaccurate, can give an indication as to possible areas of concern when exploring with your client where problems lie.
Take for example the Freudian case of &quot;Wolf Man&quot; Sergei Pankejeff.

Pankejeff sought treatment for depression in 1910 after his sister and father committed suicide. Freud fixated on a dream about wolves (hence the &quot;Wolf Man&quot; moniker) Pankejeff reported and spun a strange tale from this (RationalWiki)

Freud

interpreted [the dream] in minute detail to represent a disguised memory of the patient, at age one and a half, observing his parents engaging in “coitus a tergo [from behind], three times repeated.” (Esterson, 2003)

Without knowing the full details of the dream and the conversation between Sergei and Freud, we cannot determine how he came to this idea, however, this is a possible interpretation according to Freud.
References
Esterson, A. (2003) Freud's Theories of Repression and Memory. Scientific Review of Mental Health Practice 2(2)
http://www.srmhp.org/0202/review-01.html