Havelock Ellis 
The World of Dreams [PDF ebook] 

A fascinating look at psychology from nearly a hundred years ago – long before the advent of EEGs or the discovery of the different phases of sleep. Instead, Havelock Ellis has to rely on his own experiences and the testimony of trusted acquaintances as he sets out to map the world we occupy when we're asleep. There are plenty of accounts of abnormal dreams, whether they are recounted by "nervous" or "highly strung" individuals or prompted by the use of strong drugs (evidently the smart set really went in for "hashisch" in a big way back then, although the effects of mescalin and laudanum are also reviewed – with much the same tone as we'd write a restaurant review.) It's a classist, vaguely misogynistic, condescending, and occasionally preposterous reminder of a byegone age.
The little book now presented to the reader belongs mainly to the introspective group of dream studies, though not to the psycho-analytic variety.