Is it normal that when i sleep i live out another life in my dreams?

I know this is pretty out there, but about 3/4 dreams I have, I am living out my life as a Viking. I wake up in a different time and live as that person for a few hours, It's not like a normal dream where you are in a random situation. I will go to sleep in a place in the dreamscape and then wake up in the "real world". Then when I go to sleep the next night, I wake up in the same place I went to sleep previously in the dreamscape and my story goes on. I haven't told anyone this because no one would believe me.
I do have regular dreams as well. But less often.