Sure, of course Ferrets dream.  The real question is what do they dream
about?  I remember Squeakers used to dream a lot.  He was a most special
and intelligent ferret, and had the run of the house along with the much
smaller lady ferret Rocky and Jack the neutered male cat.
 
Sometime after Squeaks died of adrenal disease, Jim Meddick introduced a
character appropriately named 'fleshy' in the Robot man comic that is in
many papers.  Sometimes the resemblance between the two is really uncanny.
A case in point is the following cartoon that appeared several weeks ago.
 
http://www.unitedmedia.com/comics/robotman/archive/cal-28.html
[Posted in FML issue 3208]