I watched this Twilight Zone-like series of episodes from a television show (they very well may have been episodes of TZ, my dream couldn't really decide either way) that were about people realizing they were in a certain reality. The "rules" were a bit fuzzy, they usually involved something bad happening to the person if they became aware--the gods or whoever ran the reality would give them some form of eternal punishment should their awareness be made clear.
One I think involved a person getting sealed in something--it might have been a box or a sticky substance of which they couldn't escape from. The details were unclear because this predicament was similar to another, different "reality" the story proposed, in which there were these individuals who would be put into these boxes and all had to fall into a deep sleep for 440 hours (that's the exact number I remember; supposedly the logic was that each person counted for 24 hours, which doesn't work since it doesn't divide evenly, but hey, dream logic). I don't really remember what the scenario entailed; if it involved the people being aware that they didn't have to live like this and could escape or something (and repeatedly attempting to escape with no success as the gods of the reality would catch them).
Another scenario involved a person realizing that there was a fictional character who was going to kidnap him. He lived in terror at the thought, and was unable to share it with others--I couldn't remember if it was because he just knew no one would listen, or because he knew the gods of the reality would punish him in some way if he showed any signs of awareness.
This was similar, somehow, to another reality where people universally accepted concepts that were absurd (by our world's standards), and a person became aware that these concepts weren't real. I think it was a situation like "It's a Good Life" where many people knew they weren't real, but still insisted on calling them real or else they'd be taken away by the gods.
Another reality involved a person who couldn't look at certain things because they were the gods of the universe who would take them away if they made eye contact.
Another reality was about a person who became aware of their reality (and it was some kind of horrifying reality--I think it may have been the same story as the man who knew he was going to be captured?), terrified of it, and had to be taken away to the gods into being brainwashed into accepting their reality.
Another reality was about a couple and one of them had a father who was affiliated with...the KKK or Nazis, I can't remember, and the other realized this, and tried telling the other they had to escape their home or her father and whatever organization/cult would come for them. The girlfriend had actually been aware of this all this time, but loved her father and her boyfriend too much to do anything. Somehow, the scenario would end with the father and the organization coming into their home, and then the scenario would repeat itself, Groundhog Day-style, with the individuals eventually becoming aware of this, and the boyfriend trying to convince his girlfriend to avert their fate, but she loved the fate they had too much.
I remember in the dream I'd supposedly only watched one episode of this series (despite clearly having "seen" all the episodes) and I thought the continuation of it would take off where the story left off in the person trying to escape their fate/reality. When that wasn't the case, and I found out each story was a standalone tale, it sent me spiraling into such a state of terror I warned everyone against watching them. There were 9 of these themed-episodes total.