Dream a Little, Dream of Me is a place where all your troubles can go away in forty winks. It sort of symbolizes a fantasy version of a brothel where people can get immediate satisfaction, but instead of making it sexual, it's something that appeals to the human sub-conscious as an easy way to find artificial happiness or inspiration. The place is run by Glenda, the 'madame' and she appears to those whom she thinks would be interested in visiting this place.