Just your subconcious sorting things out. Just a dream....and some regret.
You keep dreaming about her because she was special to you. You have lost something dear to your heart and it is difficult to let go. Eventually the dreams will stop and they will just be a memory.
It means it's not over yet in your mind.
But if you're sure it's over, and it must be if she dumped you, then you'll have to accept it, and do that thing we hear so much of: "Move on".
So easy to say to others, so hard to do yourself.....
Oh, it's just part of the cycle of heartbreak. I had dreams/nightmare for over a year about one man who broke my heart (and the 'friend' who grabbed him away before our bed was even cold...)
They'll subside eventually, these dreams.