How to check that you aren't dreaming: make up a random number that's too large for you to factor in your head, factor it with a computer, then check the correctness by pen and paper. If the answer fits, now you know the computing hardware actually exists outside of you.

The trick, then, is to instill in yourself a habit of checking whether you are asleep regularly (ie. even when you are awake). A habit of thinking "am I awake, let me check" is the hard part and without that habit your sleeping mind isn't likely to question itself. Literature on lucid dreaming talks a lot about such tests. In fact, combined with 'write dreams down as soon as you wake up' and 'consume X substance" it more or less summarizes the techniques.