Is it normal that i love to explore my dream and don't want to wake up?

Okay here's how my dream works. I often dream about me as a person with different names and different appearances with a storyline(Like you were running away or you were trying to do something). My dream sometimes occurs in real-life world,real-life with supernatural powers,completely fantasy worlds. And after that dream ends several days or months later I would dream about the same world again (exactly same details) with me as my own self and there's no storyline (Means that I can do whatever I want) and I REALLY LOVE IT when that happens I would rather go to the same place or same people from my first dream, or walk to see if there's anymore to explore,or just talk to a person that I met on the first dream (I never met him/her in real life). So is it normal that I really don't want to wake up while I have those dreams??