Can you remember a time when you were really happy, or really sad? If you're paying attention, you can't do it. The brain which stores your memories, doesn't store feelings. It stores categories and ideas and information, but not feelings. You can't remember happy. You can remember a time when you were feeling happy, and suddenly you feel happy again, but the emotion is created in the moment. Pain also is created in the moment, and isn't an actual memory. Perhaps it is a phylogenetic adaptation: if you remembered all the pain of a lifetime, you'd be much less effective. It is the same with dreams. When you are waking up, you can copy the dream you had into waking memory, but if you don't, you can't later remember the dream from an awake state.
Your waking memory is the thinking mind, the logical mind. Your dreams and emotions, they come from the animal mind, the deeper, wiser, more primitive mind. And each mind has its own memory. The animal mind does remember feelings and textures and smells, the things that the logical mind only has labels for. It remembers things at the level it processes.
Everyone has has at some point tried to remember something - and you only do it when you're awake. So the only memory you know is the logical, thinky mind memory. You have a much wiser, more creative, more powerful mind inside than the thinky mind. You also have a much more powerful, amazing memory, and you never realised it.