Well, there is one time I remember something said when waking up, but that is because I heard it as I was waking up from a Lucid Dream and about 1 second after waking up, and the word said and repeated was ''Zelaetaway'', but I mostly think I remember it because I was in fact waking up.

Also I almost always talk from personal experience with Lucid Dreams, so keep that in mind. But I'd say it is trainable, if you really try and remember it you probably will some of the times, and keep a recording device (such as phone) near the bed so you can hum the tunes immediately after you wake up if you you want to remember them (as it is little bit easier if you know how it was played), that is my advice, because the memory of dreams is always a little bit fresher after waking up.