Almost right, but I think both versions are close enough.
"Almost", because there's no need to mix sg "marzenie" and pl "dreams", you could just ask "Jakie masz marzenia?" in plural.
And now there's a question of which sentence is more natural in its langugage. I can't speak for English, but my guess would be for "What is your dream?". And in Polish... I'd say 60/40 to "jakie masz marzenie?"
You can also ask "O czym marzysz?" = What do you dream about?, with 'dream' of course still not meaning anything about sleep.
"Marzenie" is something you want to happen, an aspiration. "Sen" (plural: "sny") is what you dream while sleeping (you sometimes say "marzenie senne"). "Sen" can also refer to the action/state of sleeping. E.g.
Moim marzeniem jest zostać pilotem. = My dream is to become a pilot.
Miałem dziwny sen. = I had a weird dream.
Zapadł w głęboki sen. = He fell into a deep sleep.