How do you know you're not dreaming right now? How do you know which reality you are in? My advice is that you don't spend to much time pondering such questions because you will quickly come to question your reality and this can be very dangerous.
I am a very vivid dreamer. Like most dreams, ones dreams including my own often have elements of ones reality strewn about within them. The most common place I am in a dream is at my old school, St. Joseph's Elementary. I moved around alot as a kid, and this is the school I spent the longest amount of time at so it makes sense that this one would come up. My dreams or rather my nightmares generally have a rabid dog in them, and I'm usually running from it. Chase dreams are actually one of the most common dream types that people experience.
Over the years though, given that I have vivid dreams, I've learned how to manipulate my subconscious and in essence control my dreams if I so choose. Usually, I just let my dreams play through because it can be quite the adventure. I love being able to connect themes, people, and places in my dreams to when I've seen them in real life. It's been said, after all, that every person in your dream is someone you've seen in real life.
I've also managed, through practice of course, to enter into my subconscious while awake as well. It's a process I won't detail here since it can affect how you percieve your own reality, so I generally over see the practice when friends and aquaintences have done it.
The human brain is extraordinary and we can just barely understand the human mind. I wouldn't say it's something to be feared but just, be cautious.