This question assumes that people have dreams in Of Mice and Men. In the book only three people have dreams. The others do not dream at all. If they do, they certainly do not share it.
First, Lennie and George have a dream to live off the fat of the land. This dream is almost believable, because George knows a place that they can buy and actually settle down.
Second, the other character that had a dream is Curley's wife. She thought she could be in the movies.
Needless to say all these characters have their dreams shattered. Curley's wife did not get a contact from any producers, and so she wound up marrying a man that she did not love. It is also interesting that Steinbeck did not give her a name. This might show how lowly women were seen in those days.
As for Lennie and George, everything is stacked up against them. They have little money. They are always on the move to get work and money. People misunderstand them, because Lennie is slow intellectually. In short, society does not want to give migrant workers a break. In light of this, dreams are usually shattered. Therefore, the question is whether characters should dream at all. Lennie and George do, but they pay for it at the end. One dies; the other has to kill him.