To be frank, it used to happen to me when I was a kid: I'd wake from dream feeling as though, in fact,I woke up into another dream. The sensation was neither pleasant nor unpleasant; it was dream-like.

Naturally Lucid, the only advice I can give you is that on no conditions you should attempt to read Robert Irwin's "Arabian Nightmare", this terrible mind-trap of dreams within dreams within dreams, each of them nested in another one - ad infinitum - and the stories nested within dreams, and the dreams nested within stories. This book is a hellish maze of dream and narration that certainly wouldn't help you regain your sense of reality. You should also stay away from such writers as Philip K. Dick, who, after writing for years about reality-mimicking illusion ended up with a conclusion that the reality, after all, is an illusion, don't read the meditations of Descartes, and turn off your television as soon as you see that the movie you are watching contains some neo-cartesian overtones.

Other than that I can recommend sport, any kind of mental or physical labor, exercise, and some good and healthy sleep.

But, of course, only heed this advice if you really want to be fooled into the illusion of reality...