Hmm. When I woke up properly, I was in no doubt that I really was awake this time, but now you mention it I'm not sure why.

Perhaps it was the thorough mundanity that you never quite achieve in dreams. Why did Neo, when first removed from the Matrix and waking up in the real world, not immediately wonder if he was in another layer of Matrix? Because if he had been, Trinity would still have had an excuse to wear tight PVC. When he saw her in floppy blue wool, he knew he'd hit bottom.