A creepy usual dream

When I was really young (around idk 7/9 years old?) I had this weird dream so frequently I was starting to think it was something paranormal. 

It was always the same. I was alone in my house, a little girl about my age knocked on my door, I open it holding a kitchen knife. She would then tell me the same story every time “I got lost, please take me to my house.”

Then the dream cuts directly to us walking on a highway near to my house, in the real life there's always traffick no matter the time of the day. In the dream there is nothing around, no cars, no people. We walk to a really small town nearby known here for being as old as the name of our state and she leads me to a house very isolated there. A woman always stepped outside and thanked me for taking her daughter back home.

I used to have the same dream with no changes at all for almost a whole year, sometimes 2 or 3 times a week, sometimes every night for almost a month. 

It all stopped one day when I was already in the part of the woman thanking me for returning her daughter back, I look at her directly in the eyes and for a moment I understood I was dreaming. I tell her “This is a dream, isn't it?” Then she looked me with this mix of sadness and relief in her face and the dream ended abruptly. I never dreamed that ever again, but similar dreams have been starting to appear lately.