I feel rather bad asking this here, as I am fairly certain there is no extant word in the English language to describe this; however, since we borrow words freely from other languages, may I inquire as to possible choices?
I have looked on these sorts of lists but have not found anything as specific as I'd like. The closest I have come across thus far is saudade. But it is, I think, not quite the same thing.
EDIT Following Tushar Raj's first attempt: This is a feeling of being transposed, almost; the persistent memory of the dream-that-was seems to keep one in the powerful feeling of the dream even once one is fully awake. My personal experience is that it can go on for a full day, or until one's next sleep. Usually, it's only for an hour or two after waking. For me at least, there is often a sense of melancholy or "out-of-placeness" associated with it. It is often not a pleasant sensation, even a little disturbing. But there certainly can be pleasant instances. I imagine it depends on the psyche.
P.S. I'm looking for a noun.
Best Answer
Try euneirophrenia
(Dictionary.com)
EDIT: Added after the OP's suggestion:
malneirophrenia
(Wordinfo.com)