I once had a dream that I just randomly woke up and walked down the street in pyjamas in the middle of the night, went down the road and walked miles, just me passing random buildings. Then I walked into a janitors closet or something, and there was a door in the back of it. I opened it, and behind it was a different world. I went through and then I was stood in front of a lake with pretty birds flying above it, there were cows grazing and then I realized I was on a cliff. I walked to the edge and below it was a waterfall and another lake. I then heard somebody scream and suddenly the hills all started to bleed red, the lake turned to blood and so did the waterfall, I decided to get out, but the door was to the other side was locked. There was no way out. Then I woke up.
When I woke up at first I thought that I was dreaming at that moment rather then when I was in the actual dream. It was a strangely vivid experience.