I had a lucid dream once, where I was visiting a doctor and I asked him, quite directly, if it was a dream. He said it was. I argued to myself that it couldn't possibly be a dream; everything was far too detailed and real. I even listed specific spots I felt on my back, and sides and thighs as I sat; which I wouldn't feel at all, if I were, in reality, lying down in a bed.
It couldn't possibly be a dream.