Yumeshipping is a term that originated from Japan for shipping yourself/ocs/sonas with a fictional character. The term Yumejoshi/夢女子 means 'dreaming girl' and is mostly used by female/fem-aligned people, however there are masc and gender neutral terms as well, such as Yumedanshi and Yumejin (the latter being created by the western-based community!) Use whatever terms makes you feel comfortable though!
Yumeshipping isn't always romantic! Some Yumes are platonic and/or familial! And ships aren't always self-ships either, some are oc x canon (like mine), as stated in the former paragraph. Yumeshipping is an umbrella term of sorts!