One of the recurrent themes of Shakespeare's sonnets is how imagination is real (because it is with us all the time, it is part of who we are) while reality is largely imaginary (real things pass, or decay, or can be left behind us: most of what we think of as our reality is really made either of memory or anticipation).
In sonnet 43 Shakespeare considers how even though he is currently away from his true love (we do not know which true love this is: it may be the young man, but it could be either of the women) when he closes his eyes at night and goes to sleep s/he is there with him.
Shakespeare tells us how seeing his true love at night makes the dreamworld more important to him than the world of daytime (where s/he is not present). Then he closes the poem by reminding us (and himself) how the dreams will soon become reality, when he is with his love again.
Shakespeare spends almost all the poem convincing us that the dream is more substantial than the reality is - then ends by reminding us that the dream is just as insubstantial itself.