Have you ever had a dream that seemed real?

What made it real?
I once had a dream where I was being chased by someone with an axe and he hit me in the thigh. When I woke up I felt the area where I was hit in the dream and it sort of hurt for a second.

BQ: Is it possible to die in your dream?
Update: I mean, can the "you" in your dream die? But when you wake up you're fine.
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