Yes, I have been having dreams like this my whole life! a few years ago I found a best friend and had memories of her all through my life. Then I woke up and she was gone. I was sad for like a week, and then I realized that I should just be happy that I had a friend like that. My wife said that she had a dream that we had a daughter, and she was very sad when she woke up. I couldn't even imagine losing that much like that.

I have other feelings that follow me. normally heat or cold, but one time I could swear that there was someone standing ten feet away from me in the room, but I couldn't see anyone (you know the feeling of someone else being there, you may not notice it, but you would if you had the feeling when there was no one else around)