To see a jigsaw puzzle in your dream, represents a mental challenge or a problem in your waking life that you need to solve. If there are pieces missing in the puzzle, then it suggests that you do not have all the facts needed to make a good and sound decision.
Doing a jigsaw puzzle can mean:
You're in the mood for problem solving and mental challenges, or perhaps you were already in this state of mind when you went to sleep
You're feeling some extra energy during the dream state
Missing one or more pieces in a jigsaw puzzle can mean you feel like there's some piece of information or some insight you're missing in your real life.