The first thing you should do when you wake is lay there, eyes closed, and try and remember everything you dreamnt last night, so if you roll around a bit when first waking up that's what you should be thinking about. When you scrape yourself outta bed, the first thing you should do (Maybe after a quick RC, never hurts to check if you FA'ed.) is grab that writing implement and write down everything you remember (Details do matter.), it doesn't have to be all novel-like, just as long as YOU understand it.

As for which order to write your dreams in if you remember multiple, I start with the one I remember most clearly, ordering them isn't important afterall, you can figure that out after you write everything down, what's important is that you get it recorded.

Speakin of which, a small recording device can be used as well in lieu of a physical journal, you can then transcribe it to your digital DJ afterwards.