In sleep, some action or other is always going on in your mental or vital being; things happen there and they govern waking Consciousness. For instance, some are very anxious to perfect themselves and make a great effort in this direction during the day. They go to sleep and when they rise the next day, they find no trace of the gains of their previous day's efforts; they have to traverse the same ground once again. This means that the effort, and whatever achievement there was, belonged to the mere superficial or wakeful parts of the being, but there were deeper and dormant parts that were not touched. In sleep, you fell into the grip of these unconscious regions and they opened and swallowed all that you had laboriously built up in your conscious hours.
Be conscious. Be conscious of the night as well as of the day. First, you will have to get Consciousness, afterwards control. Such of you as remember your dreams may have had this experience that sometimes, even while dreaming, you knew it was a dream; you knew that it was an experience that did not belong to the material world. Once you know, you can act there in the same way as in the material world. Even in the dreaming state, you can exercise your conscious will and change the whole course of your dream experience. And, as you become more and more conscious, you will begin to have the same control over your being at night as you have during the daytime, perhaps even more. For, at night, you are free from slavery to the mechanism of the body. The control over the processes of the body-Consciousness is more difficult, since they are more rigid, less amenable to change than are the mental or the vital processes. At night, the mental and vital parts of your being, especially the vital ones, are very active. During the day, they are under check; the physical Consciousness automatically replaces their free play and expression. In sleep, this check is removed and they come out with their natural and free movements.
Excerpted from Mind: Its Mysteries and Control by Sri Swami Sivananda, A Divine Life Society publication; First Edition: 1946.