Here's a recent abstract from a scientific study which compares dreams between apneic patients and controls; then, tests CPAP therapy effects on dreams.
While just a summary, this one is quite succinct, and it answers many questions re. dreams, apnea, and CPAP that folks ask frequently in this forum.

http://www.ncbi.nlm.nih.gov/entrez/query.fcgi?db=pubmed&cmd=Retrieve&dopt=AbstractPlus&list_uids=17118100&query_hl=1&itool=pubmed_docsum


Changes in dreaming induced by CPAP in severe obstructive sleep apnea syndrome patients. Carrasco E, J et al., Sleep Res. 2006 Dec;15(4):430-436.

To study dream content in patients with severe obstructive sleep apnea syndrome (OSAS) and its modification with Continuous Positive Airway Pressure (CPAP) therapy. We assessed twenty consecutive patients with severe OSAS and 17 healthy controls. Polysomnograms were recorded at baseline in patients and controls and during the CPAP titration night, 3 months after effective treatment and 2 years later in patients. Subjects were awakened 5-10 min after the beginning of the first and last rapid eye movement (REM) sleep periods and we measured percentage of dream recall, emotional content of the dream, word count, thematic units, sleep architecture and REM density. Dream recall in REM sleep was similar in patients at baseline and controls (51.5% versus 44.4% respectively; P = .421), decreased to 20% and 24.3% the first and third month CPAP nights, and increased to 39% 2 years later (P = 0.004). Violent/highly anxious dreams were only seen in patients at baseline. Word count was higher in patients than in controls. REM density was highest the first CPAP night. Severe OSAS patients recall dreams in REM sleep as often as controls, but their dreams have an increased emotional tone and are longer. Despite an increase in REM density, dream recall decreased the first months of CPAP and recovered 2 years later. Violent/highly anxious dreams disappeared with treatment. A dream recall decrease with CPAP is associated with normalization of sleep in OSAS patients.