I think it's a normal concern, is it a dream? Sometimes we dream and we think that this is reality, then there is a point where we don't differentiate between reality and a dream, so we may think that we are actually living in a dream.
It is a subject that causes me a lot of interest, there are some films and books that go into this subject.
I confess that I haven't seen this film but it really catches my attention.
Thanks for sharing your opinion
Regards
Yeah I also like this argument a lot... movies like Matrix, Paprika, Inception etc... talk about this in different and very interesting ways /especially the first one)