I too have heard of the statistic.
It is a strange coincidence that you mentioned this phenomenon - just this morning I had a vivid dream where I was on a tropical island and there were like 100 small ships of varying time period, style, etc ... and they had such beautiful colours that I ran to grab my digital camera (in my dream! weird) .. and I remember thinking to myself: should I shoot RAW or sRGB to capture these colours best.
Crazy.
For as long as I can remember, I have always dreamt in colour. In fact, I can not understand how people would dream in B&W. What a joy kill!