Nothing wrong, but if you make a quest about dreams in ES and don't reference any of the million-and-a-half references to the theme in lore and go with a Twilight Zone plot instead... come on! Honestly, in trying to get interesting quests, the devs acted like modders.
I still can't believe that I stole the Stone of Saint-freaking-Alessia without a single inkling of information, explained, overheard, superfluous or otherwise on what it was. "Good morning Bond. Your assignment, should you choose to accept it, is to recover the Holy Grail and a piece of the True Cross. I forget what all the fuss is about- I think they're sacred or something. Go to it."
Just playing devil's advocate here, but does this make the quest more or less realistic? If you were your character (a denizen of Tamriel, residing in Cyrodil) do you think you'd need the significance of the stone explained to you? You'd probably already know who St. Alessia is, etc.
The Bond metaphor was a perfect example of this. James Bond probably knows what the Holy Grail and the True Cross are, and therefore, wouldn't need an explanation.
Seriously, though. I get what you're saying. I just had to throw that in for the sake of "point/counter-point". If I had to choose a side, I'd probably pick yours.