There is a subtle but very definite feeling of the 'dream world'. When you recall your next few dreams, try and focus on how you felt and how the atmosphere of the dream felt. Not just your emotions, but the feeling of the dream itself. The best mindset would definitely be to question whether you are dreaming or not.
Don't do it half-heartedly. This could lead to false RCs in your dreams which would really not be good at all.