This title is basically an expression of the age-old idea that [wanting is better than having](https://tvtropes.org/pmwiki/pmwiki.php/Main/WantingIsBetterThanHaving). 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.