Welcome to DreamViews.

Lamps often don't work in dreams, but this is not always the case. Sometimes lamps will work just fine in a dream.

I haven't heard of looking at the sky as a reality check before, but I suggest you use a few more reliable reality checks. The most reliable one is pinching your nose to see if you can still breathe through it. If you can still breathe, then you are dreaming. Another reality check you can do is looking at your hands to see if they look normal. Your hands will often look different in dreams. I prefer to use reality checks like these, so I don't have to look for a light switch or a window. You can just perform them wherever you are.

For a list of common reality checks, I suggest you read through the Reality Check Tutorial.

I also recommend you use at least two reality checks when you suspect you might be dreaming. That way if one doesn't work, you can use the other one to make sure the first one didn't fail.