I keep seeing my ex-girlfriend in my dreams. What should I do?

Ask yourself "why?". Why do you keep seeing her? How did the relationship end? Are your conscious thoughts about her positive or negative? 
Dreams are often a reflection of what our subconscious is dealing with. Sometimes it's just that and the "problem" will work itself out. 
But sometimes it's not that simple. I find that dreams (especially recurring ones) are really a message from our subconscious. If the dream continues to plague you, do a little self-psychoanalysis and try to figure out what components of the relationship are unresolved. 
Once you have answered the above questions, you can start to figure out what the next steps might be.

Bonus: You could also try and become lucid in the dream and have a conversation with her. She might tell you right upfront what she's doing in your dreams.

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Jared Chiang-Zeizel