This title is basically an expression of the age-old idea that wanting is better than having. As noted in the other answers, the pertinent quote is that "The sweetness of victory and the bitterness of defeat are alike a knife of dreams."
"A knife of dreams" probably should not be read as a knife made of dreams, or a knife that has dream-like characteristics, but rather as something that functions metaphorically as a knife for dreams—something that kills them.
With this in mine, the quote makes a great deal of sense: achieving a dream (the "sweetness of victory" or failing to achieve it ("the bitterness of defeat") both put an end to the dream itself. In other words, achieving one's dream destroys it just as surely as if the dream had been crushed, because there is nothing left to desire or strive for.