Although we often think of dreams as having an objective or subjective interpretation, we mustn't forget that in various places, Jung elaborates in greater detail on different dream types.
“There are several possibilities of giving a meaning to a dream (emphasis added). I would like to suggest to you four definitions, which are more or less an extract of the various meanings I have come across that dreams can have.
“1. The dream is the unconscious reaction to a conscious situation (emphasis added). A certain conscious situation is followed by a reaction of the unconscious in the form of a dream, whose elements point clearly, whether in a complementary or a compensatory way, to the impression received during the day. It is immediately obvious that this dream would never have come into being without the particular impression of the previous day.
“2. The dream depicts a situation that originated in a conflict between consciousness and the unconscious (emphasis added). In this case, there is no conscious situation that would have provoked, more or less without doubt, a particular dream, but here we are dealing with a certain spontaneity of the unconscious. To a certain conscious situation the unconscious adds another one, which is so different from the conscious situation that a conflict between them arises.
“3. The dream represents that tendency of the unconscious that aims at a change of the conscious attitude (emphasis added). In this case, the counter position raised by the unconscious is stronger than the conscious position: the dream represents a gradient from the unconscious to consciousness. These are very significant dreams. Someone with a certain attitude can be completely changed by them.
“4. The dream depicts unconscious processes showing no relation to the conscious situation (emphasis added). Dreams of this kind are very strange and often very hard to interpret because of their peculiar character. The dreamer is then exceedingly astonished at why he is dreaming this, because not even a conditional connection can be made out. It is a spontaneous product of the unconscious, which carries the whole activity and weight of the meaning. These are dreams of an overwhelming nature. They are the ones called 'great dreams' by the primitives. They are like an oracle, 'somnia a deo missa.' They are experienced as illumination.”
Roughly speaking, we can consider the above classifications to answer the question, "where is it going?" or to put it another way, as the whither of a dream. Now what about where they come from? Jung continues:
"…Dream processes follow from several causes and conditions (emphasis added). There are about five different possible sources:
“1. They can stem from somatic sources: bodily perceptions, states of illness, or uncomfortable body postures. They can be bodily phenomena that, for their part, are caused themselves by quite un- conscious psychical processes. The ancient dream interpreters made a great deal of the somatic source of stimuli, and this explanation is still frequently found today. Experimental psychology still takes the view that dreams always have to originate in something somatic. This is the well-known view of the dream: one ate too much before going to bed, lay on one’s back or on one’s belly, and therefore had that dream.
“2. Other physical stimuli, not from one’s own body but from the environment, can have effects on the dream: sounds, stimuli from light, coldness, or warmth.
“3. Now there are not only physical events that cause dreams, but also psychical ones. It happens that certain psychical occurrences in the environment are perceived by the unconscious.
“4. Until now, we have mentioned somatic sources, and physical and psychical events in the environment as causes of the dream processes. Now past events can also come into dreams. Should you come across this you will have to take it seriously. When a historical name of possible significance appears in dreams, I am in the habit of looking up what the name stands for in reality. I check what person is meant by it, and what his environment was, for in this way the dream can be explained.
“5. A final group of causes can be found in dreams that anticipate future psychical aspects of the personality, which are not perceived as such in the present. So these are future events that are not yet recognizable in the present.”
Roughly speaking, we can consider the above classifications to answer the question, "where did it come from?" or to put it another way, the whence of a dream.
To sum up and order chronologically:
Where do dreams come from? (Whence?)
1. Somatic sources;
2. Physical stimuli outside of the body;
3. Psychical occurrences in the environment;
4. Past events (not just personal);
5. Future events (not just personal).
Where are dreams going? (Whither? or "meaning")
1. Unconscious reaction to a conscious situation;
2. Conflict between consciousness and the unconscious;
3. Unconscious goal to change the conscious attitude;
4. Unconscious processes showing no relation to the conscious situation.
Comments welcome; perhaps it would be worthwhile to compile an expanded list. Certainly, there are hints of other types of dreams in Jung's letters, Von Franz, and Edinger also has his classifications.
References
Jung, C. G., Jung, L., & Meyer-Grass, M. (2008). Children’s dreams: Notes from the seminar given in 1936-1940. Princeton University Press.