I don't think it's wrong to follow your dreams. Especially when you consider that your dreams will change as you progress through life. Also, just because you don't necessarily achieve what you set out to do every single time, you often learn valuable lessons or gain new and useful skills along the way.
As a kid, my dream was to play centerfield for the Oakland A's. By the time I got to high school, I realized that wasn't going to happen. I enjoyed my time in little league and gained a great appreciation for sports in general. It led to another dream of mine to become a professional sports photographer. With some hard work and networking, I made that happen. It was a byproduct of that original unattained dream.
It's true that some dreams simply won't work out. I would rather give it a try and learn what I can while having some fun. As mentioned above, at the very least you might find a new hobby.
"There are things which, if done by the few, we should refuse to imitate; yet when the majority have begun to do them, we follow along - just as if anything were more honourable because it is more frequent!"
-Seneca
