Every day, I wake up with a tune stuck on loop in my head, and the only way to get it out is to listen to the whole song and then listen to something else at random.
I don't think the songs are my subconscious telling me anything, it's probably just a couple of notes from a chord that wakes a memory of a tune I've heard before, something like that. Very annoying when I can't listen to music to break the loop though.