I had long hair until I was 19 but this has never happened to me far as I can remember. I get that odd feeling for a day or two after cutting it short where it feels strange and absent, but also feels good. It hasn't been short for years now again though, it's almost shoulder length. I discovered that as a female I hated having long hair, I guess I wanted to distance myself from looking typically female by cutting it short; as a male I like having it longer because I don't feel the feminine association any more.
I've never dreamed about my hair though, or generally thought about it that much. Another reason I didn't cut it short as a kid, it would have meant worrying about styling and cutting it instead of just tying it up and forgetting about it.