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.