Should I use "somewhere" in this sentence?
"I've lost myself [somewhere] among the dreams that never come true"
Grammatically both are fine. If you leave somewhere in the sentence it conveys more 'lost'-ness than without it.
With "somewhere" in the sentence, I think many will think of the phrase "Somewhere over the rainbow, dreams come true". Whether or not that is a good thing, you'll have to decide.