Just happened to me not even a half an hour ago for the first time.
Lucky I read this thread, or else I’d be freaking out bad right now.
I’ve been watching a lot of Dexter (the showtime series) lately, and my dream was that I was living a life like his, in that I had a huge secret that very few people know about. The only one who knew was my sister, who was an adult (as was I) in the dream. And the whole time, in the back of my head, Harry, from the show was telling me what to do to not get caught. My secret wasn’t that I was a killer though, it was that I’d embezzled a great deal of money from a large corporation. So, this lady walks up to me on this bus and starts talking about how she knows what I’ve done and is telling everyone there about my dream, when Harry says to me in my head “This is a dream. You have to wake up.” So I forced my eyes open as hard as I could, and there I was, lying on the couch in my living room. But I didn’t know where I was, what was happening, and I was disoriented as hell. And I could hear all these sounds from different parts of the dream I’d just had playing out in my head. I couldn’t move any part of my body and I felt trapped where I was. But slowly, the sounds faded away and were replaced by the sound of the radio that was playing in the other room. Then I closed my eyes and fell back to sleep. The dream started playing out again, but this time I forced myself awake on all fronts, by violently thrashing my body. I woke up falling off the couch.
tl;dr Just happened to me. Not fun.