Most of my dreams are so real that when I wake up from them, it takes me a while (sometimes I need half a day!) to realise that it's just a dream. My husband often teases me with it, and keeps assuring me that they're just dreams (and that he isn't dead, hasn't cheated on me, wasn't in a car accident, the house still stands, we don't live with my inlaws, no one is dying, no one is killing me, and the cats are fine). Some of these dreams aren't nightmares, and not all nightmares are those very real dreams that stay real after having woken up, but yes, most of my dreams are very real, and I have nightmares a lot.
It has to do with my insomnia I think.