Not often, but it has happened to me before, just upon waking up. I had a fever at the time, and I'm not sure if it was due to that or due to the fact that I was at the peak of my H addiction, but there were several instances where someone would wake me up/I'd wake myself up and start talking to my boyfriend at the time about things that had happened in my dream as if they were reality. I was fully convinced that I hadn't been dreaming and that these things had actually happened, were happening, or were about to happen (depending on what I was dreaming about of course). My ex had to tell me a few times that I was trippin' and that none of it was real before I'd come back to reality and realize he was right, I must have nodded off or fallen asleep without realizing it and was just dreaming.
It's a very disorienting feeling.
My dreams have always been extremely vivid, however, for as long as I can remember. From colors and sounds and even sensations - I swear I literally FEEL things in my dreams, even pain. It's intense. I like it sometimes, if it's a nice dream. Other times though... meh, not so much.
Oh and someone else mentioned crying... that happened to me one time too. Another time I didn't start crying until AFTER I had already woken up and processed what had happened in the dream. It had to do with my family members and my pets, and the dream was traumatic enough that the thought of it possibly ever being real was enough to make me start bawling. Kind of silly in retrospect, my dreams are always so out there and fantastical that nothing in them could ever *actually* come true lol at least not in this plane of reality!