The tragedy of life isn't that we'll all die.
It's that we'll die before living first.
We may define living differently, but we all know how it feels like to be living exuberantly, or to be dying slowly.
The former, relies on keeping one thing close to you alive. Of course, that's your dreams - the gap between where you are (or what you are born with) and where you want to be.
Without this, life becomes an aimless toil. You live only as a breathing organism, until your eventual death.
Knowing this though, we are still tempted to give up on our dreams... for practicality's sake.
And then we grow old, and realise that maybe it wasn't worth that trade... maybe, we were better off, living less comfortably, but more fulfilled.
So, where do dreams go to die?
The place where they were born: in us.
They die when you decide to kill them.