How come I never had a dream?

1. strong emotions = easy recall of any memory, dream or not.
2. while sleeping you are consciously thinking  but not tagging memories for long term recall and so you exist in a 3 second universe and unless something dramatic comes to mind or you wake up in mid thought and think about it strongly you will not remember anything at all... which is why lucid dreaming instructions have people write down whatever comes to mind the moment they wake even before they reach for a light.
3. a dream is only your conscious thoughts viewed against a close to zero sensory input back ground and by this comparison are experienced as real... these are the very same thoughts you have all during the day but typically see as ghostly at best... if you concentrate hard enough you can bring day thinking to near reality experience status as well...which is why its dangerous to drive a car and be on the phone for begin ignoring sensory data and enter a dreamlike state without even closing your eyes.
4. some argue that dreams are the brains way of dealing with garbage data and so there is no need to recall any of them.

my theory is that dreams are the brains way of testing updates and repairs before all systems are brought back on line for daily use.
You have gotten good answers from everyone so far.

The answers about how we dream but don't remember them are absolutely correct. If you are awoken during or near REM sleep, you are more likely to remember it.

I have found, though, that I have more vivid dreams that I remember better, when I have a lot going on in my life. As the answer mentioned, there is more for the brain to sort out.

If you were sleeping otherwise normally, and you felt rested each morning, I would say that everything is normal, and you don't need to worry about the apparent lack of dreams.

Regarding the possibility of a sleep disorder, you should definitely see your physician to make sure everything is normal in your sleep. If you don't feel rested but you believe you have slept straight through the night, something is likely wrong with your sleep.

I noticed in your comments that you sleep up to eleven hours a night when you are not in school. That may be too much sleep. Everyone is different, though, so this is also something to discuss with your doctor.

I hope this was helpful. Thanks for the A2A.
This is not my area of expertise, but it is my understanding that we dream all the time, and just do not always remember our dreams.   I don't know why that is, but I sometimes have periods of time when I recall many dreams, and other times when I have no recollection whatsoever.  Ooops.... I just read what Dixie Golden said, and she apparently has the same understanding, so I guess I am understanding correctly.
Thanks for the A2A.
Was Russia ever a part of Bangladesh?

Man! Think before to ask any question. How RUSSIA could be a part of Bangladesh?Geographically it is impossible. But as a superpower, Russia has not an important influential role in Bangladesh politics like the USA.

Where have you traveled to and what is the biggest culture shock you' ve experienced?

I went to Europe once when I was younger, and of course to Canada (I'm American), but only just over the border in Mexico. I've been living in Thailand for 11 years now so we've had a chance to see a lot of Asia, to Singapore, Laos, Cambodia, Vietnam, Indonesia, Taiwan, Hong Kong, China, Japan, South Korea, then

Who has traveled Cambodia and Vietnam? How was the experience?

I have been to both 14 days. I travel to Vietnam 10 days and Cambodia 4 days. I travel with my friend and never forget that trip. I went to Hanoi, ate Pho, drive a motorbike on the crazy road. Then