Blob

Okay, so, starting off with Astro and the mysterious person. I am going to assume that the person is Alice and is talking about Chalice. Although, it has to be someone who has fallen due to the saying Astro said ("pots and kettles", which is used to describe someone who criticizes another person for a fault they themselves possess) after the mysterious person said that he had fallen. So, that is still up for discussion.

Now about the dreams.

Bendy's dream is definitely the more interesting one and I had to do some research since I know nothing about BATIM. Though, "You are out of bounds" and "Wandering is a terrible sin" are both in reference to the game as a creepy way to keep the player away from going out of the bounds of the game/programming. This could mean a multitude of things but it's mostly, in my view, just saying that Astro should stop being nosy and keep to himself before he does something he can't take back/something that will get someone hurt.

For Mugman's dream. I personally feel like it's straightforward with a hint of Mugman's messed up head. This is because of the fish and because of a poster in his dream where Bendy's and Dandy's faces are switched. Now this could be anything but Mugs is often portrayed as someone who has hallucinations and something wrong with his head that makes him see things in a way that isn't the same way as in reality. This is also the same with the bending/leaning building in the background.

Then it's Boris's dream. This one seems to mostly portray his guilt about Cuphead's death and a reference to his thoughts on the words, "what it takes to survive". They are some clearly overwhelming words for Boris as he never seemed to have to think about them before. Maybe. And then there's the hand being ripped off which I'm not sure could represent but it's someone with gloves. And it seemed like there was something mission based on Astros words but I'm not sure what.

Read this post by @magicalgirlcataclysm as they go more in depth with Boris's dream.

And finally, Cuphead's dream. This one was the most emotionally important and characterizing for Cuphead as a whole. It starts off with a gambling table (idk the name) as well as a gun, both referencing his gambling addiction, or previous addiction. In front of the gun is a line of people with bags over their heads, people who are different versions of Cuphead. One of them says the "fun part" is coming, showing how gambling is something Cuphead finds fun or possibly calming. But once he's considered a winner, meaning that he didn't die, it's upsetting. This revives the idea that he's tired of being the winner. Not being able to die. So he takes the gun, and clicks it multiple times, trying to lose but can't and throws it once he realizes he can't. Then Astro comes in. Cuphead already thought Astro was a celestial and Astro being in his dream confirmed it. This shows how people-intelligent Cuphead is, even if he may not be academically intelligent. Cuphead's struggling with his own life is seemingly growing evident with Chalice having Astro check in on him. Astro, who is seemingly the only one who now knows of Cuphead's struggling (not counting Chalice). Then, the shoes. The shoes are clearly a big part of Cuphead and his connection with Mugman. The whole shoe scene plays into a thought that some suicidal people have. Some suicidal people don't end their lives (or at least not in a clear way, like with Cuphead trying to die at any chance but not in a way that makes it seem to be with the purpose of ending it) because of their loved ones. With Cuphead coming back to life and hearing that Mugman feels safe now that he's safe, both situations play into the idea that Cuphead wants to die but is hesitant because he doesn't want to leave his brother, as shown in multiple panels of Cuphead fighting to come back to the real world, just for Mugman after previously giving in. Cuphead as a whole, in my view, is a very good representation of a suicidal person that wants to die but doesn't want to leave or hurt the ones that still love him/the ones he loves.