For me it’s two things:

1. In a dream I seem to have some ability to force myself to “wake up” if I really want to. I haven’t seriously believed I could do that when I’m awake, but who knows - maybe being awake is just a much more convincing dream.
2. Sometimes when I’m dreaming there are weird enough things happening that I do suspect that I’m dreaming.

Why does this post have a picture of Eddy Wally?

Yes, my dreams are like… Low bandwidth while real life is like a lot of raw data. Often my dreams have a clear storyline or a punchline at the end. Also intuitive things work fine in dreams but non-intuitive ones does not like light switches wouldn’t work unless it is connected to the story or it has the main focus.

Because of the way that it is.