It's really easy, just practice cues for reality checks.
Like look at something then turn your head and look at it again. If you're in a dream, the object will change a bit.
Stuff that I do but I don't know if it works for other people:
If you're waking up in a dream and you want to stay, start feeling/rubbing textures as hard as you can to ground you in the dream.
Spin if you want to change the setting, the bad thing about this is that it makes you forget that you're dreaming sometimes so I prefer to fly if I'm bored of the area.