You do not feel rooted anymore to the place where you live and you do not feel particularly attached to anyone around you. This is a good warning for you that you might be going through something like depression. Do you feel emotionally detached from people around you? Do you feel as if every one of your friends could drop dead and you wouldn’t care one way or the other? Then this might be a symptom of depression, and the dream is there to warn you about this.
To dream that you are in a caravan suggests that you feel as if you may need to travel around a little bit. You probably feel a bit stifled in the environment that you are in currently. You need to get out and experience new things, meet new people. Dreaming of being in a caravan is an extension of that desire that you have to go out and experience new things. What will you do about it? If you do not have these experiences or go out and travel like you desire to do, then you may continue having these dreams like this.
Dreaming that you have been left out of a caravan means that you feel like you have not been making any progress while those around you are moving on without you. You do not feel as if you are making progress in life or in your personal ventures. People around you are making all kinds of accomplishments and doing great things and you can’t seem to take any solace in the great things that you have done, if any. You need to accept that all of your friends should be able to succeed on their own terms. Most importantly you need to learn not to compare yourself to others too much.
When you compare yourself to others too much, you end up sacrificing your self confidence too much. Unfortunately you will not be able to get that level of self confidence back if you keep comparing yourself to other people. The best way to get rid of this dream that is annoying you and ruining your self esteem is to simply learn to appreciate all of the great things that you do rather than denigrating yourself for what you are not able to accomplish.
You should also really try to objectively look at all of the things that your friends have accomplished. You will probably realize soon that what they do is not actually that great. Sure their achievements may look amazing when you try to put them up against your own, but this is more of an indication that you are not living up to your own expectations rather than an indication that your friends are better than you. And this is not an issue of needing to meet your expectations, but an issue of you needing to lower your expectations so that it will be easier for you to meet them in the future.
A caravan is a roaming place of love and of fun and happiness. A caravan is in most cases a lot like a family. If you have a caravan dream it could just be a warning to let you know that you should spend a little more time with your family. The warm feeling you get from hugging your brother and sister and the love you get from your parents no matter what is clearly a source of great energy and help to whoever needs it.