The mechanisms of REM sleep not only allow you to dream but also allow you to do so safely. There is a signal that is sent down your brain stem and through your spinal cord to inhibit all nerves connected  to your skeletal muscles. Experiencing REM sleep paralysis,  you cannot move. This evolution turns out to be good for us! If you ever act out in your dream (such as jumping out the window), you body cannot physically do those things because of REM sleep paralysis.  In this way, the mind paralyzes the body so that the mind can dream safely!

Hishikawa, Y., & Shimizu, T. (1994). Physiology of REM sleep, cataplexy, and sleep paralysis. Advances in Neurology, 67, 245-271.