I actually had the same discussion with a couple friends a week ago.

I'm Chinese, I speak mandarin and shanghainese(dialect). I came to America when I was 5, so I guess I sort of grew up with English at school and Shanghainese at home. When I tried to learn Spanish, I had to shift the words into English, then translate and stuff, but it's different with English and Chinese. I don't have to shift between definitions, like translating inside my head before I understand something. This makes switching between the 3 languages(mandarin/english/shanghainese) easy in between sentences, which scares my friends lol

I'm pretty sure I dream in English though. Usually it's just dreams about me being late or something.