To dream of marching could be an indication of the way in which you conduct your life. If you are marching in a line or in a particular formation, it indicates that you conform to the expectations of those around you. If you are unable to keep up with the group, it could indicate that you try to meet others expectations, but feel that you fall short. If you are marching in the opposite direction from everyone else, or doing your own routine, it indicates that you tend to make your own path rather than following the lead of other people.