After about 20 minutes, a dog enters REM sleep, the stage in which most vivid dreams occur. Big dogs dream longer, Coren says, and little dogs dream quickly and frequently. He doesn't know why, and neither does anyone else. Insects and fish don't experience REM sleep, but some birds and all mammals do. Reptiles might also experience REM, and some scientists argue that our mammalian dreaming might be a holdover from our reptilian brains.