Hah, I actually had a dream last night very similar to this. There was me and some other people somehow in the 1930's before we got taken to the present day. We were then given these handheld device things, which we were told were for travelling through time. Naturally we were also given a list of instructions that, from what I can remember, consisted of the following: 
-You may not discuss anything from other time periods, or anything that would reveal you. 
-If one or any of you lose your devices then you must terminate yourselves in order to avoid any time travel paradoxes. 

I know there was a longer list than that, but the rest has slipped my mind. Anyway, first we ended up in Weimar Germany and then later on we were somewhere else(Canada I think) watching some hockey game that was for some reason inside an Orthodox church. During one point of the game one of the others forwarded time briefly to see who would win. A bit further on we ended up I think in the 1960's and were in some antique shop and somehow remembered much of the stuff that was there due to actually being from the past. It's around here I woke up.