Pinching? That's a reality check but not really a good one, I would say. If it works for you, go ahead and use it but, as many have experienced, pain is something that does happen in dreams, so it's possible that you'll pinch yourself in a dream and it will hurt and you'll think you're awake. Plus it can be bad for your skin if you do it repeatedly and in the same or close spot. There are much better reality checks out there, just saying.