Many sheets of paper, we imagine! (5)

I believe the answer is:

dream

I'm a little stuck... Click here to teach me more about this clue!

'imagine' is the definition.
(dreaming is a kind of imagining)

'many sheets of paper' is the wordplay.
'many' becomes 'd' (Roman numeral for 500).
'sheets of paper' becomes 'ream' (a ream is a large amount of paper).
'd'+'ream'='DREAM'

'we' acts as a link.
This may not be right. It may be part of another bit of the clue.

Can you help me to learn more?

(Other definitions for dream that I've seen before include "Armed (anag)" , "Something imaginary" , "Aspire" , "Sleeper's vision" , "Cherished hope or ideal" .)

I've seen this clue in the Evening Standard.

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