Questioning what's real
I was just reminded of a conversation with a guy at the 2013 Buddhist Geeks Conference. I'm not afraid to talk about these things with like-minded individuals, so our talk quickly went deep. At one point he said something I've often wondered about. He said, "There's nothing you can say to convince me that I might not be laying in bed in a coma somewhere right now." That is, because our minds can create such wonderful fantasies in the dream and lucid dream states, who's to say that this thing that we call life isn't some other dream/fantasy?
For anyone with vivid dreams, thoughts like these can become like the movie The Matrix very quickly. You can also go down this road fast when you read Buddhist statements that, "Life is like a dream", or when you experience very accurate precognitive events, OBEs that you can prove, and accurate remote viewing (RV). These things make you question life and reality.
Caution: As I've mentioned before, until you can prove what this other thing is, it's very important to continue your life here. Your body needs to eat, sleep, and you need a place to live, so unless you're independently wealthy, you need to have a job and all that. The person that I was talking to and I both have jobs, places to live, etc. So while we question what's real and what isn't, we aren't throwing away our lives here either.