I know some people who believe so. Someone close to me used to dream at an early age of naked blue people running across a field screaming, only to learn in high school about Celts sometimes battling naked, and some who painted their bodies as a form of psychological warfare. She is convinced she was a Celt in a past life because of that dream.
I also have some dreams from a very young age, which I cannot explain. In one I was walking into a rustic cabin, simply furnished, and a woman was inside folding linens, and dancing to the tune she was humming. If past lives are true, this could possibly be a glimpse into one of mine.
Personally I am not sure on the issue.