Is this a weird dream and what does it mean?

Although it probably isn't- they could be out of body experiences or astral projection. What I think it is more though, is you having a dream with the people that you are so connected to. It happens all the time. Look into those, and also start a dream journal with time of the dream, feelings before and after the dream, and then talk to the people that you 'feel' in the dreams to see what might have led up to these dreams.