I've been completely alone in both of my lucid dreams so I've never had a conversation with a dream character but from what I hear, they almost always refuse to believe they aren't real. If you're looking for a laugh, people's dream journals can be a very good read. You might try scanning afew till you find someone with a style you like. Usually listening to people describe their dreams bores the life out of me but I've found that people who practice at lucid dreaming tend to have more interesting and vivid normal dreams.