That's an interesting Wikipedia article. I've had dreams in which I've asked "Am I dreaming?" before. And it's true, I've never asked that when I'm awake.
In one dream, I drove off the road and demolished several mailboxes. It was night, and suddenly in my rearview mirror I saw the ol' red and blue lights. I turned to the person who was sitting in the passenger seat and asked "Am I dreaming?" She only stared at me, and I turned away and started screaming "Fuck! Fuck!" because I thought I was getting pulled over. Then I woke up. It was a scary-ass dream; one of the most realistic I've ever had.