After certain story events, you'll gain access to 'Dream Levels' from the Skyway. These are unique, often surreal levels that delve into the backstory of the Bastion's inhabitants. Each Dream Level focuses on a specific character (Zulf, Zia, etc.) and provides insights into their past and motivations.
Dream Levels are primarily narrative-focused, but they often contain unique combat encounters or environmental puzzles. Completing them usually rewards you with a significant amount of Fragments or a unique Secret Skill. They are essential for understanding the full scope of Bastion's story and the relationships between its characters. Don't miss them!