Just tried to convince a dream character that I was dreaming for the first time

Last night I sort of became lucid, at least enough to reflect on the dreamworld and start talking about how I "actually" lay in bed, although I am not sure if I realized what this meant.
Anyway, the dream started with me standing outside the door of a house, and I started wondering if I should try talking to a dream character.
So I imagined that an attractive girl would open the door (why not? :cheeky:), and then I followed her down a couple stairs straight ahead, then to the right into a small pleasant living room, and I started asking her random dream-related questions;
the conversation roughly looked like this:

"Hi."
"Hello."
"Hey you know, are you aware that this is a dream?"
"Ow, why do you say that?"
"Well, what do you think about that?"
"Hm..."
"I mean, isn't that kinda funny? I am actually lying in bed right now, and all of this is something called a 'dream' that I experience every night!"
"You shouldn't say things like that..."
"I actually find it pretty amazing. Here I am, in a dream, and all of this is in my mind."
"..."

Basically, she seemed very troubled and confused about the whole thing.
Do your dream characters ever react this way?
And why do you think they do that?
I thought it was pretty fun to tease her like that, but I am not sure if it is the recommended way to talk to dream characters.
One thing that fascinated me a lot was that she actually kind of acted like a real person, and managed to give me realistic responses.
I was kind of expecting her to act more like a bot or something, and say things that sometimes made no sense at all, but she seemed to be aware that I was talking to her.

The first and only time (I want to do it again in the future), I did this, I got a very similar reaction. Mine just kind of accepted it without even questioning. At first she didn't seem to mind, she was smiling, but then she began getting upset, and I wont forget her head dropping down and her smile fading as she said things like "wow, really? Wow." I was a huge D about it too, I was just so happy I remembered to do that that I was smiling as I was delivering that to her, repeating it over and over. 0 regard for her feelings. Unfortunately I woke up right away after that, and couldn't observe any more reactions from her, but I am decided to do this again.

But yeah, it's amazing. These people are really sentient in every sense of the word I think. They react, they feel and they think about their state and place in the world, and the more I lucid dream, the more I can see this. I'm actually beginning to wonder how moral it is to do things like killing them or hurting them, but lets not go there I guess, I'm beggining to sound like a looney.

Anyway, I think the next thing I want to ask one of them is if they dream themselves. I think that would be a pretty interesting question that would lead to a pretty interesting answer.

I have had similar replies. They dont seem to believe you and are amazed if you do something impossible in RL. To me this is thought-provoking. If they are part of your subconscious and you realize you are dreaming it seems as if they would be more accepting.