I never had this happen before and was wondering what it means.

I had my alarm clock set for 6:15am. I'm sleeping and in a good involved dream. My alarm goes off and I hit snooze and go back to sleep. My dream continues as if there was no interruptions..and again my alarm goes off and I hit snooze go back to sleep n continue with my dream as if I wasn't interrupted..my snooze goes off every 5 mins..i hit snooze 9 times and each time I go back to sleep and continue with my dream as if nothing happened..the last time the alarm went off..It finally clicked that I'm supposed to be awake and be real now...I don't know if thats normal.or common. For me usually, once I'm interrupted from a dream..I can't get back to it.
Any thoughts? I had someone say it sounds like depression..?!