My homie, I feel you.
I have a recurring dream I can't remember at all.
How do I know it's recurring? Because every time I have it, I realize in the dream that I've been through it before, which switches it to a lucid dream for a brief flash before waking me. Something in the process of that makes the memory of the dream fade in seconds, even when I grab the notepad I keep beside my bed immediately and try to catch it that way, I can't ever manage to keep recollection of it long enough to write anything down.
It's fucking infuriating. Partly because that is an annoying thing to have happen, but also because I am normally a very vivid dreamer that can recall most of them. Maybe not every detail, but at least a vague "plot" and some visuals.
That's not what your post is about directly, but that feeling of wonderment and confusion at how it all works seems very much like what you're describing.