If it doesn't have consequences, your players will probably be annoyed at it. Why not just give them a printed dream to read beforehand?
I personally would run it exactly as a regular session, though, XP and everything. Maybe low XP rewards, but allow them to spellburn/luck burn, etc, and recover stuff normally.
Just my thought.
This was my thought as well, and I do want the players to affect the outcome. If the party wipes in a dream, they will all be groggy and miss out on some awesome, prophetic stuff.