The former time was around three months back I think. I don't remember how the dream started out - I was at home and was discussing my new short hair with my parents (nothing bad, just something among the lines of how it's different) - but I had to go to school so sat on my bike and shortly after that I was asking myself that question, since some stuff was rather strange.
My answer was "Nah. If I'd be dreaming I'd know it".
The dream went a bit on and shortly before waking up someone was hurting me and I remember really feeling that pain. And after waking up I felt .. well, scared isn't the right word for it, but it comes close.
The more recent dream where I asked myself that question was just today. I only remember bits of it, for example some paramedics in red pants running through some glass doors. And being called to my alternative service job early, where I had to drive a bunch of paramedics somewhere, following a motorcade.
This cars breaks didn't really work and the opening on the drivers seat to the pedals was really small and hurting my legs.
I don't remember when exactly I asked myself that question, but yet again I believed it was the real thing, just to be corrected when my alarmclock rang.
I usually find dreams to be funny, even nightmares - since they are not real - but questioning this reality and concluding that it is not a dream .. well I don't think that's fun and again, scared is not really the word I am looking for, but I can't describe the feeling better. Maybe insecurity.
I have also been looking at a method for lucid dreaming. So far I have not been able to correctly apply it, though from time to time I shall try again.