All that we see is a dream, whether we see it in the dream state or waking state. 
Find that (awareness) on which all the rest are imposed and you then remain as the pure Self (your inner awareness).
In dreamless sleep there is no world, no ego and no unhappiness. But the Self (awareness) remains. In the waking state there are all these. Yet there is the Self. One has only to remove the transitory happenings in order to realize the ever-present beatitude of the Self (awareness).
It is all mind or maya (the world illusion).
Just before waking up from sleep, there is a very brief state free from thought. That should be made permanent.
Our real state is beyond the waking, dream and sleep states, is called turiya (witness consciousness).
The 'I' thought is limited 'I'. The real 'I' (awareness) is unlimited, universal, beyond time and space.
There is no difference between the dream and the waking state except that the dream is short and the waking long.
We are imagining that we are bound and are making various strenuous attempts to become free, while we are all the time free.
Your nature is bliss.