I seem to remember every dream every night. Last night I had a dream in which I had a dream and then was telling someone in the dream about the nested dream. Sometimes I'm able to deduce that I'm in a dream even to the point of telling other people in the dream that it's a dream but I haven't reached the point where I'm aware that I might be able to control outcomes.

FWIW I also often wake up exhausted by my dreams and require a nap after breakfast in which I often dream more as I did this morning.