When you dream, you are convinced that what you see is reality. However, it is possible to 'wake up' inside the dream and realize that you must be dreaming.
This is called lucid dreaming and here on LD4all you can learn how to do it.
New to lucid dreaming? Be sure to read the guide first. It has a lot of tips, tricks and techniques on how to become lucid, history of lucid dreaming, things to do while lucid, and more.