But the philosophical worry that we could be in a dream our entire waking lives is based on the fact that we wake up from dreams, and can therefore distinguish being awake from being in a dream.
Plotino in the Enneadi say that our life is a teatral rappresentations, and we (we as "souls") are actors that interpreting a role in the show of live. And we are worry for our role more that for our soul. the role is the mask and the soul is our reality.