I told a dream character that they were just a part of a dream I was having. It went like this:

I was walking around in a very Romanesque yet modern city (like D.C. for example). It was day, but very cloudy. Everything was in drab shades of grey and blue. A girl stopped me and asked me if I could give her the time (probably because people that day kept asking me what time it was, because I wear a watch). I looked at my watch and it read 11:00pm (yep, letters and numbers aren't distorted or anything in my dreams). I told her what time I had and she replied "at night?", to which I suddenly became lucid and became almost hysterical. I told her "No, it's obviously day. But it's not really day, it's night, because I'm asleep and not even here. See, you're just a part of a dream. Isn't that crazy?" and I laughed at her, or rather, the situation, and the girl seemed confused. But instead of trying to ease her confusion I just walked away from her knowing that it didn't matter what she felt or thought since she didn't really exist outside of my own thoughts.

I wandered around town and found that night did fall. I felt as though I was without a home, or destination. The city became a waterfront full of bar crowds. I found a swimming pool that people were gathered around, watching the water swirl in a violent whirlpool. I looked down into it to see a man on a jet-ski causing the water to do so (which is silly, but of course whatever). I walked out across the pool and over the water, but remaining at the level of the street - just resting above the whirlpool. People were amazed that I was doing this, so I told them "It's easy to do this when you understand that falling in the water is a choice here". And then I walked back onto the street and up a hill.

That's all I can remember. It's been a while since I've had a lucid dream, so I'm pretty excited about it. It felt really nice to be back in that state of mind. I'm trying to get back to it again...