If you are putting together the jigsaw puzzle, it means that you are trying to figure out some problem. The dream shows that before you felt asleep you were thinking about something a lot. These kind of dreams could also show that you are unable to relax fully, your mind keeps working, because you have too many thoughts. You should try to learn to relax. If you are make the jigsaw puzzle and some of the pieces are missing, it shows that you are feeling like something has been missing in your life as well.
Read more about dreaming of Jigsaw puzzle in other dream meanings interpretations.