Whenever I go to sleep, I just go into a really deep sleep, never reaching REM sleep. Is this normal? Or should I go to sleep earlier than 12 PM? I’m really frustruated. 
How do you know you never have R.E.M sleep? Most likely you just have bad recall.
Maybe, but dreaming sleep also occurs outside of REM sleep too.
So short of monitoring brainwaves it would be interesting to know. Also sleep follows a cycle that changes through 5 stages (5 being REM sleep) and a full cycle takes 90-110minutes. On average, a person will cycle through the stages 4 or 5 times in an eight hour period. After a person falls asleep, the first REM sleep period generally happens 70-90 minutes later.
I find it hard to believe that you never reach REM sleep.
Firstly, welcome. Secondly, what makes you think you don’t pass through REM sleep? There are plenty of people who feel as if they sleep very soundly and never remember any dreaming, but they all go through REM sleep just like the rest of us. REM sleep isn’t a special phenomenon that happens on rare occasions–it’s a phase we all go through multiple times every night. You’re not exempt from it. 
Yes, you should go to bed before 12. I’ve heard studies done that say sleeping from 10 to 6, say, is better than sleeping from 12 to 8. Make sure you’re getting enough sleep.
Welcome to the forums 
Of course you pass REM sleep, several times a night! You most likely just don’t remember your dreams ^^
To the midnight thingy, it’s a myth that pre-midnight sleep is better for you, it doesn’t matter when you go to sleep only the length of your sleep matters as REM periods are becoming longer the longer you sleep,
if you didn’t pass into REM sleep you’d go insane. bad dream recall is all. 
Yes, I have heard that people can’t live without REM stage in sleep, because they would go insane as noodle said.
Well, I guess my dream recall was, well, bad. I had a full-fledged dream last night that I barely remembered. I wrote it down of course.
The more dreams your remember and write down, the easier it should get to recall them
You have multiple full-fledged dreams every night, not just occasionally. Will power, dream journaling, and getting enough sleep will allow you to remember many of these. Good luck!