The Unknown, and therefore the unfathomable, is often symbolized by depth in some way - deep water, deep underground etc. We may be trying to understand archetypal patterns that have not been recognizable in the past. There is information available to us which we can only understand through being able to appreciate our own emotional depths. When we dream of the deep we are usually considering past family influences of which we may not be consciously aware. Patterns of behaviour are often repeated in families and it takes some dredging through family stories and myths to have us recognize such patterns. You might like to consult the entries for Abyss and Descent/Descending.