Micky Dolenz on Davy Jones' Death -- I Knew Something Was Wrong

Micky Dolenz says he had a feeling something bad was going to happen today ... saying he "had bad dreams all night long" ... only to later learn about the death of his friend Davy Jones.

Dolenz released a statement moments ago ... saying, "Can't believe it...Still in shock...had bad dreams all night long."

In a separate statement, Dolenz added -- "I am in a state of shock ... The time we worked together and had together is something I'll never forget. He was the brother I never had and this leaves a gigantic hole in my heart. The memories have and will last a lifetime. My condolences go out to his family.

Monkees bassist Peter Tork also released a statement about Jones which reads:

"It is with great sadness that I reflect on the sudden passing of my long-time friend and fellow-adventurer, David Jones.

His talent will be much missed; his gifts will be with us always. My deepest sympathy to Jessica and the rest of his family.