“Because of the way that myth takes it for granted that miracles are always happening, the waking life of a mythically inspired people — the ancient Greeks, for instance — more closely resembles a dream than it does the waking world of a scientifically disenchanted thinker.”

Variants:
Novalis (1829)
Variant: We are near awakening when we dream that we dream.
Source: Novalis: Philosophical Writings

[Price, Robert M., w:Robert M. Price, Incredible Shrinking Son of Man: How Reliable Is the Gospel Tradition?, https://books.google.com/books?id=GmlB-KXsX8kC&pg=PA21, 2003, Prometheus Books, Publishers, 978-1-61592-028-0, 21]

Sec. 232
Variant: We have no dreams at all or interesting ones. We should learn to be awake the same way — not at all or in an interesting manner.
Source: The Gay Science (1882)

Source: Sputnik Sweetheart

"Keep Your Eyes Peeled", ...Like Clockwork (2013)
Lyrics, Queens of the Stone Age

[Swami Tapasyananda, Swami Nikhilananda, Sri Sarada Devi, the Holy Mother; Life and Conversations, 302]

Black Elk Speaks (1961)
Context: A long time ago my father told me what his father told him, that there was once a Lakota holy man, called Drinks Water, who dreamed what was to be; and this was long before the coming of the Wasichus. He dreamed that the four-leggeds were going back into the earth and that a strange race had woven a spider's web all around the Lakotas. And he said: "When this happens, you shall live in square gray houses, in a barren land, and beside those square gray houses you shall starve." They say he went back to Mother Earth soon after he saw this vision, and it was sorrow that killed him. You can look about you now and see that he meant these dirt-roofed houses we are living in, and that all the rest was true. Sometimes dreams are wiser than waking.

450: Dreams — are well — but Waking's better
The Complete Poems of Emily Dickinson (1960)