Dreaming straight away when you go to bed isn´t normal I think, at least not in the evening. If you take a nap in the morning however you can slip into a dream straight away.

The sleep cycles is normally 90 minutes with little REM sleep in the first sleep cycles, only a few minutes, and more REM towards the morning.

I don´t think it´s possible to dream all night long though, your body needs the deep non-dream sleep to recover. You seem to be a special case though, congrats!