I can share with you one story that baffles me to this day. Forgive me that I don't remember the book.

This man suddenly gained lucidity, and became aware he was in this hotel room, sitting on a bed with this woman, and she was smoking. I don't remember the specific dialogue. But he was basically saying that none of what was happening--including the woman--were real. She claimed otherwise, but he didn't believe her. Now, this last line I do remember. "I'll show you who's real!" She said this quite angrily, and jabbed the cigarette into the man's wrist. When he awoke, he found a burn mark in that exact same spot.

The injury can be a strange case of mind over matter. Nonetheless, it's a very intriguing example of a character who swore she was real.

I've only had one case of your example. It was a shadowy figure but had a male voice. We had about two sentences of dialogue, the first I don't remember. The second was, "ME: Why am I dreaming this?" "DC: How should I know? You're the one who's dreaming." Although, I wasn't "lucid." Despite my actions, my mind wasn't completely aware of what was happening.

For some reason, some characters have an awareness of their surroundings, while others do not. When I become lucid again, I hope to possibly learn these reasons.