At one point in a non-lucid dream, someone showed me his cell phone, which had some strange things on the screen.
phone guy: "How do you know you're not still asleep?"
me: "Hey, good question. I think I am! Ah, back in the good old VR of the lucid dream."
A nearby girl was agitated, while the person with the cell phone kept going through menus and doing things with it.
girl: "You better hope you're still dreaming, because if you are then this is just a bad nightmare. But if you're not, the aliens are coming and it's going to get really scary!"
me: "Right...yeah, those scary aliens. Well--I'll give them a piece of my mind if they come through that door."
There were a few false awakenings after this, so I never got to see the aliens.