I thought that I’d post about this in case others have the same experience.
Basically, most of my dreams aren’t detached and self-contained; they tend to share a fairly consistent alternative world and event history (some pre-existant and some created during my dreams).
In my alternative dream world (I’ll call it “other world” in reference to Coraline), aspects of my real life are represented in a different, but consistent way (eg. my house has a different room layout, and I stayed in an additional rental between this one and the last).
I’ve also formed unique relationships, so there are people I only know in my dreams. I have a different educational background, a different family, a different job… but it’s all familiar and I always seem to know what things are and what I’m supposed to be doing.
The other world has different rules (eg. sometimes I can float rather than walk, and space and time are more maleable). This sometimes helps me realise that I’m dreaming so that I can be more lucid.
Does anyone else out there have an “other world”?