Every night i have dreams of being lost and I dont know where I am?

Actually, that's good, and shows a sign of you having high intelligence.
Every night we go to sleep, then dream while a million facts and memories rush in and try to fill every part of our being. In order to fight the terror of that, our brain makes a dream that tries to make sense of that, making a world that changes all the time with person places, and things. Imagine watching the play Witches, then it actually becomes the play 'The Wiz", then for reasons that only exist in a strange part of your brain, becomes the Oprah show. The brain usually just then tries to relax and enjoy the ride and show and later after we're awake we try to make sense of it all, usually making a false memory of it by remembering things that actually go together and making a story out of it. Dreams are rarely that clear, and most of the time we lie to ourselves and add extra things to ourselves and to others when we tell them what we dreamed. It's a lie, but what the hell, it does no harm and it's a good outlet, so enjoy.
YOUR brain, on the other hand, is trying to be a little more honest with itself. It's admitting to itself that it has no idea what the heck is going on in all that mess, but that part of you that can't stand unanswered questions won't admit that, so you do what a good student of algebra would do: change the question. My favorite saying has always been "Forget the answer.. What's the damn question?" Now, assuming there isn't any great horrible question that you've been thinking over and over again for weeks and being lost just means that you don't know what to do about it, take heart in both cases. Because if your brain is smart enough to realize that it's lost amidst the question of 'what the hell IS all this mess?!" OR "what can I do about this problem" instead of starring in movies made by yourself to avoid looking at the mess or problem, it's been smart enough to realize you're lost. And it's not until you're lost that you'll bother to look at a map and find your way home. Don't worry, you'll dig out the map soon. All you have to do sometimes is realize you have it..
In the meantime, want some popcorn?

You're at Wal-Mart.
Every time you're in a dream... and you have no idea where you are...
remember, you're at Wal-Mart.

It's all a big conspiracy.

Could be worse I keep having this one where my teeth are falling out.