Lost Little Piggies

The other night, or should I say morning, Gage came in our room around 2 or 3 am and was crying. Here is my conversation:

Me: What's wronge Gage?
Gage: The piggies flew out?
Me: What?!
Gage: The piggies flew out of Brownie (our old feed truck) when we hit that bump?
Me:Piggies? What are you talking about?!?!?!
Gage: THE PIGGIES! There was a Daddy, Mommy and a baby. When you hit the bump they flew out the back! We need to go get them, get dressed mommy so we can go get them. They might get cold tonight.
Me: Gage, I think your having a dream. We don't have pigs. Lets put you back to bed and we will talk about it in the morning.
Gage: Okay, but will we find the piggies?
Me: We will talk about it in the morning.
Gage:What is a dream?
Me: Good night!

Morning came and the first thing out of his mouth was "Can we go look for the piggies?"
I was hoping he would have forgotten all about them.
I tried explaining what a dream was but to a 3 1/2 year old it just wasn't working. You forget as an adult that when your dreaming it feels so real. Heck, even now somedays I wake up wondering, for a moment, did that really happen??