Greetings, @Rowan! 
If I remember right, in the discussion for the past Sleep and Dream Magick challenge, there were several fellow coven members who mentioned they were unable to dream/ remember their dreams. So know that you are not alone with this!
When we sleep, we go through several different stages. Here’s a cute graphic breaking it down:
[Pic from The Importance of Sleep Cycles]
Although different sources call the stages by different names, Stages 3-4 are Deep Sleep and Stage 5 is REM sleep. Deep sleep is when we get the most rest and is usually considered to be the most important phase during the night. This is a different stage than REM sleep- when we dream.
“Scientists agree that sleep is essential to health, and while stages 1 to 4 and REM sleep are all important, deep sleep is the most essential of all for feeling rested and staying healthy.”
[From Healthline: How Much Light, Deep, and REM Sleep do you Need?]
So even if you feel that you aren’t dreaming (or perhaps just not remembering your dreams from REM)- it doesn’t necessarily mean that you’re not getting enough deep sleep, as it is a separate phase in our nightly sleep cycle 
As for hearing the word “Wednesday”- I suspect this may be an echo from a dream you were having.
I often wake up and begin thinking about the day- during that period of light sleep where the dream world mixes with reality before being replaced and fading away from your mind 
But often, even if I forget the dream- I’ll have a lingering song or phrase in the back of my mind. I think this is perfectly normal! 
I would suggest trying strategies to help you focus and recall your dreams. Sometimes even just having the willpower to do so can help you to remember your dreams!
"For some people, the only tip needed to recall dreams is to tell yourself you can remember dreams and then remind yourself to do so.
An easy way to do this is to write, “I can remember my dreams” on a sticky note, place it somewhere you’ll see it before you go to sleep, and read the note aloud."
I’d also suggest starting a Dream Journal or trying a dream app like the Lucid Dream App to help you develop a deeper connection with your dreams 
The world of dream magick is an exciting one- wishing you all the best of luck, Tamera!
Blessed be (and sweet dreams!) 