That has been a possibility I've considered for several decades as well. Kind of like a dream. What you expect to see after you die is the thing you may be likely to see.
It explains why so many different afterlife beliefs can be perceived as true. People who have near death experiences coming back and sharing their tales.
Yet even those things are simply elements inside of whatever this REALITY is. That we can simplify down to two possibilities. It either was created/initiated by something, or it has always existed. I believe it would be very difficult to prove/disprove either of those things.
Furthermore, if it was created. Who created the thing that created it? It becomes circular logic at that point and can be a path to madness. :)
EDIT: Basically for me if there is indeed some creator/catalyst then the entire thing becomes much like a Russian Nesting Doll for me. So my reality was created... that would imply that the thing that created it was in some kind of reality where they could create this one. So who created that reality?