Yeah maybe.
I guess the moon goddess could do that, though not really sure why she would take an interest. I don't object to it, but I think every new born needs to come to terms with their dreams... the shock of it all can be quite terrifying and I don't think anyone has the benefit of a 'guide'.
As for the part with Lilly, the night she met Venus, Artemis had let her into the dream world as they were friendly back then- Lilly simply detoured having been too heavy to reach the moon and ended up in Venus's domain. A path that is tragically closed to her now, unless she can open it herself... (doubtful)
I guess it doesn't mean a deity couldn't visit a mortal's own dream world if they desired. But it wouldn't connect to anywhere else, existing just in their head. I suspect this is how most gods would interact as it is an easy way and does not require magic.
Now I suppose in theory, a god could decide to just pull the mortal out of their dream and into the higher spheres... but I don't know why they would, as a mortal is perfectly safe within their own normal dream, and an element of danger would exist outside it.
I think this works well with what has been established so far in the story.
