Oh, false awakenings - how I hate them so. I was once stuck in a seemingly endless cycle of my usual morning routine. It was back when I was at college, and pretty much entailed waking, having a shower, getting dressed, eating breakfast etc and then walking down to the bus stop, where I'd wake up still in bed. So I'd do it all again, before waking up... again. It happened about five times or so, and by the time I actually woke up for real I was like OMGISTHISREAL? HEEEEEEEEEEEEEELP!
Thankfully I've never had it that bad since, but every now and then my brain throws of of those my way. As for lucid dreaming, I get that too. There's nothing more satisfying than dreaming about being chased by zombies and suddenly turning the tables with the multitude of weapons you've just 'discovered' in your pocket
I've also had those dreams where you're holding something, and wake up convinced you've still got it. It was a pencil last time, and I spent ages looking for it before realising I never had it in the first place.