Okay, so if your utilities are configured that way, the false belief might be a belief you will encounter, struggle with, and get over in a few years, and be stronger for the experience.

For that matter, the truth might be 'your world is, in fact, a simulation of your own design, to which you have (through carelessness) forgotten the control codes; you are thus trapped and will die here, accomplishing nothing in the real world'. Obviously an extreme example; but if it is true, you probably do not want to know it.