I believe this song is about the narrator coming to the conclusion that the real world is really, a big mess. He thinks that our lives are merely dreams due to how unnaware we are about the real giant mess our world is, but as he says "Leave me to dream", he is admitting that he likes to live in a dream, because with that mentality, he is free to do anything he wants, to reach all his life goals, just like you can control a dream. Long story short, we want life to be a dream, because in a dream, everything is possible, in life it is just much harder.
I believe this song is about the narrator coming to the conclusion that the real world is really, a big mess. He thinks that our lives are merely dreams due to how unnaware we are about the real giant mess our world is, but as he says "Leave me to dream", he is admitting that he likes to live in a dream, because with that mentality, he is free to do anything he wants, to reach all his life goals, just like you can control a dream. Long story short, we want life to be a dream, because in a dream, everything is possible, in life it is just much harder.