To dream that you are digging suggests that you are expending too much effort. You may be attempting to get to the bottom of a situation that has caused you grief. You could also be concerned with self-discovery or your inner persona.
To dream that you dig a hole and discover something shiny suggests that there will be good luck coming your way.
To dream that you dig a hole and fill it with water signifies that regardless of your effort, you cannot get things to turn out the way you want. You should understand the concept of compromise.