Not unusual to have mini dreams while napping or listening to Paraliminal. If they take you to a deep theta then you probably will forget most of the dream in this state or be rather vague about it. If your on the threshold of alpha then it's easier to bring them out with you when you wake up. This is why the last dream you have before waking up is the easiest to remember.
It's a good sign that you'll be able to remember more of your dreams soon.
Alex
