I've read that keeping a dream journal helps. Basically, you're training whatever part of your consciousness is still active in dream land to notice that it's important.

I've always wondered - do we know what is actually the cause of this?

I've had this happen before in similar circumstances as the post but way less severe, and I always figured it was because the brain's "processing speed" increased, allowing it to process a bigger quantity of information per unit of time, but I don't think that would make sense given that entering this state usually needs you to be hella tired?