It happened to me several times that I'm aware of what is happening around me, I can hear what is happening around me...but in the same time I dream and I continue dreaming. But I can't just wake up to react to what is happening around.

Do I really sleep or I'm in some other state?

I know that when I meditate, I get to a similar state. But I don't dream at that time and I'm not asleep and I can "wake up" at will.