We might not have evolved the ability to dream but it is a biproduct of sleeping. The compounds created during sleep cause it

I'm not convinced that the dream world didn't come first actually.

During sleep the brain releases chemicals to make you in a 'paralyzed' state - especially during REM sleep, so that our body doesn't actually move during our over-active, vulnerable state. Could be a side effect of those chemicals, a by-product possibly?

Or, it could be to materialise memories and emotions, sub consciously (hence why it appears not to make sense).

i might argue that the sleep paralysis is a direct result of the dreaming, not the other way around.

Ok I am on a really big streak of reading entire threads, but unfortunately I'm stopping here, so I hope I dont say something thats been said already.

Read on exaptations. I just posted about this in the thread about finger prune. Not every trait has been developed for the sole purposed of its function, and some will argue that indeed, this possibility HAS to be considered for every trait, and doing otherwise is a huge paradigm in evolutionary biology. Darwin would probably argue that on the long term, every exaptation becomes an adaptation, being the result of natural selection. Admitting that there is such a thing as a trait that randomly starts to develop does not falsify Darwin's theory in no mean.