I dreamt about Ragnarok Online this morning, and I haven't even played that game in over half a year. Actually, it was a crossover between RO, FF7 and what's going on in real life. It was awesome.

I too sometimes hear "phantom sounds" from games, some computer sounds (usually the critical stop sound :p) and my mobile phone's incoming message beep. I even have phantom vibrations in my pocket when my phone's not even in it.