To dream that you are being consoled suggests that you are repressing your sorrow or grief. Something in your waking life is bothering you more than you want to admit. The dream is telling you that you need to express your sadness and not keep it inside. Alternatively, the dream implies that you are feeling emotionally neglected. Your feelings are being overlooked.
To dream that you are consoling someone means that you need to be more empathetic to others.