This is pretty much the thought that inspired Descartes and sparked modern philosophy. Have a look at Meditations on first philosophy.
Yeah, I was just telling someone about the Meditations on First Philosophy the other day (this subject seems to come up quite frequently in conversations!). Epistemology was one of the most interesting group of courses I took at University, once I could wrap my head around it!

I eventually got a minor in Philosophy.
In the past couple of years, I have had some
incredible experiences, achieved either through TM (Transcendental Meditation) or the use of DMT (Dimethyltryptamine) that have led me to believe that I have, at least once, seen not only other worlds/dimensions, but the "spaces in between" them and "our world."
This led to a massive amount of reading on various subjects..... formerly a Humanist and Materialist, my view of the Universe changed almost overnight. Two books, among countless others, have been particularly helpful in these experiences:
Spiritual Emergency by Stanislav Grof and
Warped Passages: Unraveling the Mysteries of the Universe's Hidden Dimensions by Lisa Randall (THAT one, written by a particle physicist, will absolutely blow your mind!).
Lately, I have discovered Phenomenology.
http://en.wikipedia.org/wiki/Phenomenology_(philosophy)
(Very) roughly put, Phenomenology is the theory that what we call "The World," that is to say, consciousness, is an intermittent event that ebbs and flows with the interaction between Spirituality and Materialism, neither of which, itself, dominates existence. (This as about as far as I understand it, so far.)
I was going to start a "Phenomenology" thread, but figured this was a good place to get some FB on the topic.
Well it could be both really. Souls could be a fragment of a God-like being and human experience is their form of "tripping"...so your life is real and it is what you make of it as you have your own consciousness. But perhaps death is just you "waking up" and re-merging back into the godforce from whence you came and integrating your experiences into the collective experiences of the godforce that is your true self.
I'm not sure how to explain it really, that just seems to make sense on some level.
I think you might be interested in exploring Phenomenology! Start with the Wiki link I provided above.