The character in the Alchemist that thinks having the dream is better than achieving the dream is:
D. Santiago
Explanation:
There are two reasons behind this. The first one is that after all the story he is robbed and he discovers that the real treasure was in the place he started. Concluding that it is better to have a dream that achieving it. Because it made him accomplish things he never thought about doing. Also, the rest of the characters were more materialists instead of thinkers.