When Rex and Saskia first enter the tunnel near the start of the film, Saskia tells Rex that the previous night she once again had a dream which she has been having recurrently for some time. In the dream, she's enclosed in a golden egg from which she can't escape, which is floating through space. However, in the most recent occurrence of the dream, it was different; "This time there was another golden egg flying through space. And if we were to collide it'd all be over."
This dream is visually referenced several times during the film; the most important instances of which in terms of interpreting the dream being the scene towards the end of the film where Rex digs up the two coins, and the last shot of the film, where the pictures of Saskia and Rex from the newspaper remain on screen, whilst everything else fades to black.
Saskia herself interprets the dream as being about "unbearable loneliness," but in the context of the film, it is safe to assume there is more to it than that. From a purely analytically perspective, analyzing the dream in and of itself, it could imply an inherent unease in her psyche about the relationship, or it could simply be an irrational insecurity in herself, a fear of loneliness (autophobia) or a fear of being abandoned.
However, more symbolic interpretations of the dream are possible, indeed are invited by the film. For example, one theory is that that Saskia is in one egg, and Raymond in the other, and when they collide, Saskia's life is finished. In this sense, the dream is prophetic. Another theory is that the eggs refer to the coffins, hence Saskia's inability to break out, and, once again, her dream is prophetic.
A more common interpretation however is that the dream is a precursor of the burying and subsequent unearthing of the two coins. When Rex digs the coins up towards the end of the film, he looks at them, and they glitter and stand out in the dark earth. It is also to be noted that they are touching one another. This, in tandem with the dream, may suggest to Rex that, to paraphrase Saskia, 'it's all over', that the egg housing Saskia and the egg housing himself have collided, and as such, he he must take the final step and drink the coffee.
Important in this sense is the scene where Rex explains that he too has had the same dream as Saskia; "In my dream we found each other, out there in space." This prepares him for the discovery of the touching coins. By his too having the dream, he is able to imagine that he and Saskia are both in separate eggs, but that they find one another in space. Then, when he finds the touching coins, it is as if it were a manifestation or realization of his dream, and it gives him the courage to drink the coffee.
The final shot is also tied into this interpretation; the notion that Rex and Saskia find one another. Many fans interpret the final shot to mean that both Rex and Saskia have been set free; their eggs have been shattered, and they are finally together. In this sense, the film has a metaphorical 'happy ending' insofar as Rex and Saskia reunite, Rex fulfills his promise never to leave her, and neither of them will be alone ever again. Both Saskia's dream prior to the kidnapping, and Rex's dream after it thus function as precursors of this event.
However, it is also worth noting that in the final shot, the two 'eggs' do not collide, they are separated, perhaps suggesting that Rex has failed, and that they have not found one another in space, they are both still drifting, each imprisoned in their own egg, totally alone forever.
Whatever the case about the final shot however, the dream is most likely best understood when looked at in tandem with the coins, as a symbol of Rex and Saskia separately travelling through the universe, with their only chance for freedom and happiness being to find one another.