Has anyone ever had a dream in which you knew it was a dream or that what you were experiencing was not real?

Years ago I had this dream in which I was in the town of Nogales on the border with Mexico and a mob was chasing me. I knew that I was dreaming all of this and jumped up and down in an effort to wake up.

Yes, it's called lucid dreaming when you're aware that you're dreaming. With practice you can learn to control your dreams or take advantage of them. For example, if I realize I'm dreaming I'll fly or do other things that I can't do in real life.

My lucid dreams usually happen if I wake up at night and have trouble falling asleep. Sometimes I'll have several in a row. When I sleep normally my dreams are rarely lucid.

KJP

Tons of times...In fact I had a screen name for something that actually was Lucid dreamer. A

Yeah, like Kevin has mentioned he can take control over it...I have also been able to do that. For instance I may be in the middle of a dream, and wake up from a noise or whatever, and I am able to start up from where I left off in the dream and I even remember one time in a dream, I turned to someone who was in it and said, "Ok, now where were we?" Weird, huh?

I've never had any control over a dream except trying to frantically end it like I describe.

I think I've had some dreams where I awaken for some reason and it resumes when I am back to sleep.