No Mutants Allowed

Same. I either don't dream or I'm incapable of remembering them.

Is this some kind of psychological problem?

Yes. According to my dream interpretation manual, dreaming of nothingness means you are not only gay, but destined to go all the way motorcycle mustache leather vest man thong high heels hairy chest ultra homo

Not necessarily. It's rather normal to forget your dreams. However, if you want to remember them there are techniques. Infact, I have read you can even learn to manipulate your dreams by becoming aware about it. Apparantly that's one way to combat nightmares. Except if they are about Freddy Kruger.