It is my experience that dreams can be as real, or even more real, than reality.
We may all just be software running on a super-computer built by aliens vastly more intelligent than us.
This violates Occam's razor, for one.
About lucid dreams: I had one when I was younger, after seeing Jurrasic Park - The Lost World. I was running from a T-rex through a forest, previously being in the 'high-ups' as they called them in the film, and came out of the forest and was running towards a barn with a wier beside it. I was getting so scared, and I jumped into the wier and then thought 'I don't like this dream anymore, I want to die so I can escape. I'll let the dinosaur eat me.' So I did, and I woke up.