Almost correct. Most of my dreams, I have when I'm awake. or I have most of my dreams when I'm awake. It means you're daydreaming.

"Most of my dreams I have when I'm awake." This is called fronting, where you can put the object at the front to give it emphasis. However, this is an unusual word order, and unless you have a reason for it (in other words, unless you actually want to emphasize the object), you should stick with the normal word order: I have most of my dreams when I'm awake.