The speaker of "Dream-Land" is sad. Really, really sad. Did you get that? If there's one thing to remember about this poem, it's probably that. In fact, pretty much everything in this poem is sad. Even the lakes are bummed out! Poe is all about intense moods and feelings, the darker the better. We might go out on a limb and say that the most important feeling in Poe's major poems is loss, and the sadness that goes with it. The speakers in his poems are almost always grieving for someone who has died. No different here.
While this appears to be a poem about a strange and distant place, every element of the poem is actually being used to describe the speaker's emotional state.
The startling revelation that the speaker is happy in Dream-Land reinforces how emotionally disturbed he is, and blurs the line between the waking world and the land of nightmares.