I agree that particularly strong and extended dream recall is a bad sign (that kind of thing is supposed to be blocked during sleep), but REM sleep is not a precursor to deep sleep. They are independent and usually deep sleep is entered most early in the night and REM later. REM episodes soon after getting to sleep are a sign of narcolepsy. Some medications (including some antidepressants) reduce or nearly eliminate REM sleep. Dreaming has been connected to dopamine that can also be affected by many medications and a variety of other things (like exercise). There are a bunch of sleep realted substances that still have unknown function so I'm sure there are a bunch of things that can go wrong completely outside the realm of current medical science.