Occasionally I do, not often but when I do I end up bombed the next morning. When I dream of games it's usually me realising the world I'm in seems to be behaving strangely and me realising I'm inside a game, not nescesarily an existing game. And I'm rarely the protagonist, and if I am there's a horrible player behind the controls. Often the game starts to glitch and the world goes all weird but the logic still applies for the most.
Then suddenly I'm the one playing the game, confused at how immersive that just was, only to get up and try to put down some ideas for a game on a piece of paper, and then something'll kill me and I'll respawn, realising that I was still in the game, and it's the actual me from inside the game that is playing a game outside the game.
In the midst of all this a lot of running and jumping is often involved in some way, I guess it shows I like platformers.
The end result is usually that I wake up more tired and exhausted than when I got to bed.