I haven't taken any antidepressants personally, but my girlfriend was on them for a while. She used to always say "I never have dreams" and didn't get how people could have such vivid dreams. She was on lexapro, and within a couple of months, she would have absolutely absurdly vivid dreams and remembered them all.

Torriatte is correct on this correlation--Zoloft is an SSRI, which means more serotonin is floating around freely in the brain instead of cooped up in nerve cells. Serotonin is converted to melatonin, a process which also will increase if there's more serotonin around. Serotonin is normally inactive during sleep, but if the SSRI prevents the brain from reabsorbing it, then I would speculate that serotonin will be active during dreams, which could lead to dreams that more resemble waking activity (at least mentally).