The complexity and beauty of the orchestra is almost universally appreciated. Even among those who do not like classical music, it is accepted that the orchestra is a very sophisticated musical machine. Dreams of being in the orchestra may reflect the feeling that you are in a place of either harmony, or profound disharmony, in relation to the world. There may be a facet of your life in which you are feeling a tremendous amount of performance anxiety. If the orchestra has a familiar conductor (a co-worker or boss, a family member, an acquaintance, etc.), the relationship between you and the conductor may reveal the area of anxiety.
If you are attending the orchestra, there may be romantic underpinnings involved, based on your companion in the dream..There may also be a sense of wanting respite from the daily grind of the waking world through music.
An additional interpretation is that the dream is a wish-fulfillment based on the lessons you took as a child and the inability to perform publicly as an adult.