Is it normal to cry about something that never happened?

I had a dream where my best friend was a cat, she was a beautiful sandy tabby kind of light ginger colour, for parts of my dream I was a cat too and we talked to each other. Then I witnessed her being skinned alive by a wolf... as one of my friends laughed at her...
I woke up crying. TT_TT
I think the reason why my dream was so powerful is partly because my mum has never let me have a cat even though I think they're the most magnificent creatures in the whole world and also partly because I've never had a real true friend, not like that, not ever.