Can you tell me if I am sleeping ? How to wake up ?
You cannot feel pain in your sleep, so if you want to check, stab yourself with a sharp object (knife, pen, etc).
EDIT: i would also suggest leaping out of window, but that can actually be PAINLESS so screw that
It's not true, in a dream you can feel pain. Everything that happen around you feels normal. Nothing can tell you that you are dreaming unless you start to believe you are dreaming.