I have almost always dreamed I am in my 'chosen'/'true' gender, all my life. Usually nothing else is different (barring the fact that it's a dream and there are werewolves and stuff), I just have a male body.
Occassionally I am female in my dreams. This tends to come with 'social nightmare' type dreams, like the one where I am invited to a family get-together that turns out to be an 'intervention' where all my family sit around and tell me what they think I'm doing wrong with my life.
One of my favourite dreams of recent years: I, a 30-something white male, am accidentally invited to a special event hosted by the government, which is strictly for black teenage girls. It becomes clear that the government means to destroy the population of black Americans by bombing us and killing all the young black women. They strafe us with fighter jets, shooting missles at the arena where we're all gathered. Mysteriously, I and hundreds of young black women are able to hide under a peice of plywood, and run into the woods, where were meet wild horses and befriend them. The black girls deem that I am an honorary black girl. I am pleased as anything and become a young black woman. We get on our friends the horses and assault a military base and take over, well. Everything. It was a total girl-power dream, and I loved it.
A couple of weeks ago I dreamed that I was lost in Dallas, Texas, and that nobody around could determine my sex. This placed me in horrible danger, so I had to hide in alleys and stuff, trying to get out of a huge huge city without being seen by any of the roving mobs of cisgendered yuppies who were out to catch me.