A few weeks after the initial E3 gameplay clip of Halo 2 I had a dream I had been playing it. Man was I disappointed that my dream (and that gameplay video) were better than the actual game.
A couple of months after the announcement trailer of Twilight Princess I had a dream Nintendo was showing me "the new Zelda game", only it was 2-D. The graphics were in a similar art style as the original Wild Arms on the PSX, only with much larger sprites. Link was wearing chainmail under his tunic as well as a kilt with a real scabbard upon his back. It looked bad ass, and played like A Link to the Past on crack.
I was soooo excited when I woke up. Then I realized it was fake and knew that no matter how good Twilight Princess was, my dream was better.