The only dream in Gensokyo I had (besides daydreams, obviously,) was mainly viewing some flood happening all over the place, under many point of views of different characters. It was raining very heavily, and places were being completely consumed. Some characters, like Kaguya, didn't even notice the flood. Kaguya and Mokou were just completely arguing about a conversation I couldn't hear, as the water was rising for them, without any notice at all. They were literally standing by the stairs of the Hakurei Shrine, with water overflowing most of the stairs. After the flood, I ended up getting my own point of view, of carrying a recolored version of Komachi, who was unconcious, as I carried her to a bamboo forest. And then, the dream repeated itself, but I was into a 3rd person view of Clownpiece, as she was staring at some giant window, as the flood was happening. Then, in an RPG styled way of text, she said something about attempting to cause madness towards Kaguya and Mokou, as it showed me the same view I saw with Kaguya and Mokou, not even noticing Clownpiece, before she fell into the water from being smacked by Kaguya by accident, but they still didn't even notice.
Yes, for something that seems more like a person who didn't put much research's story, this was the closest dream I had with a view of Gensokyo, or Touhou in general...
I did have other dreams of Touhou though, before I even played the game much, before I even knew much about it (the only thing I've ever saw about it then was just an extra boss battle,) Mostly revolving around fighting games, but they looked a lot different from the canon cast. Yes, these ones mostly revolved around playing games more.