I go through periods - I am in the middle of one at the moment actually - of waking have had what seems a very lengthy and involved dream. Who knows how long they lasted in reality, but in all honesty, there are times where it feels like I am living two lives. I won't go into what they are about, they are rarely sexual btw.
Anyway, I had a funny experience when I was a student. For a couple of years I went through a period where I occasionally had vivid dreams that I was leaving my body and floating around the room above myself, sleeping. They were incredibly real-seeming. I really had no way of knowing if someone weird or spiritual was happening, so I started reading up on it.
Apparently the phenomenon is known as astral projection. It would only tend to happen to me if I woke up in the middle of the night for some other reason, then went back to sleep - sleeping when my mind was its most active.
It was a worrying experience in all honesty. I had this feeling that I had to get back to my body or I would die. I didn't know what was going on until one day in mid-Summer, I woke up around dawn, had a bit of how's your father with my girlfriend at the time, and fell asleep again. I had the familiar experience of leaving my body, floating round the room, returning to my body and so on, but I was finally able to prove to myself that it was a dream, because in the 'experience' my room was still dark but the room had been filled with bright sunlight before I had gone back to sleep. So that's how I finally knew it was just very odd dreams, that was about 13 years ago and it's never happened since.