I didn't have any doubts as I had lucid dreams before I ever reached this site.
Dreams are things the mind does, the brain yeh, but we also have a soul which works closely with the brain.

A soul? How can you be sure of that then?

Because my father already had a soulrize when he had a near-dead experience.
He saw himself lying and 2 ambulances arrived, while normally you'd expect only one to arrive.
He knew this before anyone else told him, but in the hospital they didn't believe him...

Which is ignoring facts because we cannot explain them.

Enjoy what cannot be explained, you can enjoy a game without knowing what it's made of.