In the world of dreams the rules of reality do not necessarily apply. Each dream is unique and it's a direct link to the soul and spirit. Psychology provides its own theories on what dreams mean, but so did tradition and the study of dreams for thousands of years before any relevant science had developed.
Dream Meanings - Theatre
If you dream that you are enjoying a comedy at the theatre, expect to be distressed. If you are watching a tragedy then you will have an unexpected pleasure that will give you relief and satisfaction.