How on Earth do you get ALL of Shadow’s dreams in Final Fantasy 6? Do you have to sleep at select inns, or anything like that?
Just keep sleeping with Shadow in your party, it doesn’t matter where you do it, but sometimes you won’t get a dream. I think you also get a few when you rescue Shadow in the WOR.
You do get one dream when rescuing Shadow (and a different one when rescuing Relm, if you let Shadow die in the WOB). For the others, I think you can get them to happen more quickly if you rest in Thamasa.
If you get Shadow when you first go to Kohlingen, you can see all his pre-WOR dreams by sleeping in Jidoor (or whatever). I did that a million times. I think the rest of the dreams are as explained in Cid’s first sentence. However, even though, I played that game so many times it’s not funny, I’m still not sure of what I said because I don’t know how you guys can have such a long-lasting memory about the games you’ve played. 
Yes, Walhalla is right, you can get pretty much all his dreams when you first get him. Although I think there was a dream that was in WOR.
You get four of the dreams if you sleep at any inn between when you hire him in Kohlingen and when he leaves at Zozo. You can’t get the fifth dream in the World of Balance. The fifth dream you automatically get to see after you rescue him from the Cave on the Veldt. Relm also has a separate dream; this is true, and not a rumor. However, you see Relm’s dream after you rescue her from the Cave on the Veldt, so in order to see it, you have to let Shadow die on the Floating Continent.
Man, I’m glad someone else remembered to ask that question. That bugged me for a while too.
Can you see the first 4 dreams if your in the World of Ruin?
I want to say ‘No’, but I really don’t know for certain. I do know that the few times I’ve played through the game, I was able to get all 4 of the dreams, in a row without any dreamless nights at the inn, by sleeping in Kohlingen and Jidoor after I hired Shadow in Kohlingen. The chance that I would get a dream was 100%.
Originally posted by RedComet
Can you see the first 4 dreams if your in the World of Ruin?
Yes.