My experiences with dreams seem to be very unusual. I have a sense of touch (including pain) and I have lucid dreams all the time - at least a few times a week. I never heard of these "signs of dreaming" or "reality checks" until recently and I don't think I'll bother with them, since it happens with me all the time on its own. I very rarely manage to stay lucid for too long though, and when I try to take control, my impact on the dream world tends to be negligible. The most common examples are trying to walk through walls but getting stuck halfway through, and trying to fly but only managing walking-on-the-moon sort of long strides or jumps (which are actually pretty cool - on the rare occasion that I have managed to fly I've found it a somewhat unpleasant experience anyway).
The problem comes in when I become fully lucid and remain so. The vast majority of the times this happens, my instinctive reaction is to panic, terrified that I will oversleep. I immediately wonder what time it is, whether I have slept through my alarm, if I will miss work and lose my bonus for the month (back in University the worry was that I would miss a class or test), etc. The worst part is that this worry is entirely justified - this has happened to me several times before, and for some reason, once I realize I'm dreaming, it's much harder for me (a normally very light sleeper) to wake up. There have even been times when I was afraid I had fallen into a coma (and I have since named this type of dreaming "coma-sleep").
Once I realize I'm asleep and worry about waking up (instead of enjoying the damn dream), I start trying to wake myself up. Most of the time it doesn't take long before I wake up in my bed and start groping for the clock so I can make sure I haven't overslept. The problem? I'm not really awake.
I can feel my bed and my blankets. I can see my room around me, exactly how it should look. I make note of the position my body is in. I know that I may still be asleep, and so I start trying to find proof that I'm awake. I'm terribly groggy and have a hard time moving very much or keeping my eyes open. I find the clock and look at it, but it's blurry and I can't make out the time. It doesn't matter anyway - even if the time is something impossible (34:75), I won't be able to recognize it as impossible until after I've really woken up.
After a few minutes I start to think maybe I'm really awake. I sit up and try to get out of bed-- and wake up again. In the exact same position as before. Great, I think, it was a dream. I repeat my actions, groggy as hell, checking the time desperately, looking for something out of place, but everything looks fine. I sit up - okay. I stand up - still okay. I walk around my room feeling lightheaded and start getting changed into my work clothes. I look around for my coat-- and wake up again.
Same position as before, everything is the same. I start to freak out and get frustrated. Am I awake this time? I try to shock myself into full consciousness. I bang my hand against the wall next to my bed. It hurts, but nothing changes. I'm still incredibly groggy. I bang it again. Hurts again. I stumble out of bed, start getting dressed. I go into the kitchen to look for something to eat. I open the refrigerator and push the squirrel out of the way. I grab the box of juice and... wait, squirrel?
I wake up again in the same position, and it all begins anew. Each time I get further along in my daily routine before waking up again. After a while I really panic and worry (again) that I've slipped into a coma somehow. This can happen many times over before I finally wake up for real. I'm always in the same position I had dreamed, everything looks the same. And I'm unbelievably groggy - ten times more sleepy than I was when I went to bed. (This feeling takes hours to go away and it often takes a long while before I'm fully convinced that I'm awake.) I really do have trouble reading the clock and everything feels very surreal for a long time.
The first time this happened, I was 15 minutes late for a linguistics exam. I missed several classes in college because of it. Now I'm a teacher with classes in big companies at 7:30 in the morning, and I worry that I'll miss a class because of it and lose my monthly bonus (which I get for not cancelling classes at the last minute or missing them - basically they take away part of my paycheck each month if I *do* miss classes this way). I wish that I could just enjoy fully lucid dreams instead of panicking and feeling trapped. I read on one of those lucid dreaming sites that if you get too excited in a dream you'll wake yourself up. That definitely doesn't happen with me!
And yet I really love dreaming. I remember most of my dreams and they are always interesting. Often I can continue them for a while after I wake up (if I don't need to get up right away).