To wake yourself up there are many things you can do but I dont remember them all

1.Spinning around in cirlces with your eyes closed (Can also change dream appearance and surroundings or make dream more vivid. In some people it wakes them up though)

2.Getting excited or anxious in dreams can wake you up.

3.Trying to open your eyes real wide might result in you actually opening your eyes in reality.

4.Yes saying wake up might indeed make you wake up.

5.Thinking about waking up can make you wake up.


And as for you doing something stupid in real life like trying to fly out a window is highly doubtfull you can easily tell the difference between real life and a dream. Why do i say this? You will notice in a dream you are either lucid or not. But in the waking world you can easily tell if you are awake hard to explain but yea.