Does this ever happen to you when you dream?

I find that a lot of my dreams feel so real that when I wake up it seems like it really happened. It's kinda weird when it does cause it affects my mood and my mind gets stuck on it for the rest of the day. Does this ever happen to anyone else?
Update: When I have dreams like that, it's either a really scary, creepy dream, or a really good dream. Like in one scary dream I had something was attacking me, trying to pull me down by my legs and when I woke up my legs felt all tingly like something really grabbed them.
Update 2: Thanks for all the answers, i'm putting it up for vote and I gave you all a thumbs up. :)
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