Well, when I was quite young, I had various aspects in dreams that I could seem to link from one dream to another. There were also characters, sometimes scary, I kept on seeing (I called them 'Dream Masters')
I'll list a few of them.

GIANT CLAM - A giant purple-blue clam, always open, with completely black inside. It would play 'deadly hide-and-seek', which involves hiding from it, but if it catches you, you die.
THE BEAR - A human sized bear which plays deadly hide-and-seek as well. Although, I did see it once where it was being nice. Returned quite recently when somebody told me (In the dream) that the bear was over there. I quit the dream quickly.
THE CUBICUS BOXFISH - A real sea animal, but kept haunting my dreams.
DREAMTOWN - Dreamtown is a seaside town with a beach, a lighthouse (With a swimming pool inside), A forest behind it and various other things. Altogether I can link about 20 dreams with this place.

So, has anybody ever had any 'dream masters' or recurring places. It would be interesting to know!