You've gotten used to how the world works, this will still apply in dreams and you'll always have doubts on some level when you're starting out. There's a difference between knowing you can do it, and knowing you can do it. If you've done something in a dream before it gets easier. But your instincts know that you can't walk through a table, even if you know it's possible in the dream, the fact that you haven't done much of that before makes it a bit hard for you to fully believe in it.

If everything would be possible right away then we wouldn't need to practice Dream Control. Passive or active. And the entire sub-forum "Dream Control" would be merged with "Lucid Experiences".