easy

At night they come without being fetched, And by day they are lost without being stolen. What is it?
Common Wrong Answers
“Clouds”
Clouds do appear at night and can obscure stars, but they are not specifically 'lost' during the day as they exist continuously.
“Fireflies”
Fireflies are visible at night, but they are living creatures that can be caught or disturbed, and their presence is not as abstract as dreams or stars.
“Nightmares”
Nightmares are a type of dream, but the riddle refers to dreams in general, and they don't fit the 'lost without being stolen' part as they are not a physical entity.