Go to bed, and Issei has an odd dream!

"Whew..." Issei said as they broke the kiss.

"So, Master, up for some more fun?" Rias asked, giving him a wink. He considered it, before shaking his head.

"Nah, this time was Asia's first," he replied. "Let's leave it at that for tonight, keep it special, you know?"

Rias pouted, but nodded as Asia smiled softly. They cuddled against Issei on either side, and he smiled. Sleeping between two naked girls... he had never actually thought he'd ever get to live this dream of his. Before long, all three of them drifted off.

...

"You're actually doing pretty well for yourself, aren't you? Whelp," Issei heard, before giving a start, and getting up.

"What the?" he asked, looking about, and finding himself in a dark place. "Where am I? Am I dreaming? And who's there?"

"In a manner of speaking, you are. This is, after all, happening in your mind while you slumber. But it is very real. And I am right beside you," the voice said, and Issei whipped to look to his left, and froze. Towering over him was a massive red dragon.

"AAAAHHH!" he shrieked, falling backwards on his ass. "What the hell!? A dragon!?"

"That is correct," the dragon replied, leaning his face down towards Issei. "It's about time you noticed. I have been trying to talk to you for a while now. Perhaps you were just too weak at the beginning for my words to get through to you... but you've managed to grow strong enough for my words to reach you at last."

"You've been... talking to me? I don't get it!" Issei stammered. "Just... who are you, and what's happening?"