If you ever watched the old Kung Fu TV series, you may remember the powerful beginning sequence: Grasshopper (David Carradine) is in a cave. He seizes the smoking cauldron and burns the tiger and dragon images onto his skin as he carries the cauldron out into the sun. Upon doing so, his initiation is complete and he is an official Taoist monk.
The cave is the archetypal place of initiation. Caves are the first and most sacred of human dwelling places. As such, people may often feel a primordial sense of attraction to caves in their dreams. Initiation is the Jungian term for becoming a Self in the transition from childhood to maturity. Jung contends that there are rites of passage that need to be completed. The cave is often the place this is done. For much of human history, caves have been sacred places of shelter from the world; the place that became the extent of a person's kingdom in the face of uncertainty and peril. While the cave itself may not be a central image any longer, we have many metaphors for it.
These include small rooms with a sacred or significant object of our past in them, small bedrooms or studies, basement workshops, or other places of solitude and silence. There is also something in such a space that confronts you-not necessarily in an endangering way, but an existential one. This grappling is the business of the cave. To make peace with the object of your grappling is the act of initiation.
If your dream includes leaving the cave, you will probably feel a new unity with the world upon your departure. It's a far cry from being disillusioned; the peace you feel comes from a fuller sense of participation and belonging in the cosmos.