my sister said she have dreams that she is lost when she get depressed is that normal?

Depression dreams

Open-uri20121121-27694-u82z0p
It is not "normal" to be depressed, but each person experiences depression a little differently. Dreams are one way in which the state of depression can express itself. Your sister's form seems to include feelings of being "lost." When I treat people, I find their dreams to be extremely useful -- and that they change as recovery proceeds. Your sister's dreams can be personal signals too.
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Depression Hopelessness Melancholia Women

answered:

Normal

Melancholia
Dreams are just dreams. Some analyze the content, I have found doing so to not be helpful. If the dreams persist, check with the Doctor. Sometimes dreams change as side effects to medications.
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Depression Hopelessness Melancholia Women

answered:

Dreams

Hopelessness
If not interfering with sleep or daily functioning, yes.
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Depression Hopelessness Melancholia Sleep Women