Parallel Universe: If the world was my dream

Since I have become a manga addict, I also am trying out a few animes as side dishes. The most recent one I have watched was "The Melancholy of Haruhi Suzumiya". On her first day at high school the excentric Haruhi states that she has no interest in ordinary humans (I feel with her!), but if there were any aliens, time travelers, espers or the like present, they should please come forward and meet her. The boy sitting right in front of her, Kyon, is swept away (or rather kidnapped) into her whirlwind of strange and absurd activities and all kind of odd things start happening.

This anime is so daft that its stupidity clearly is founded in genius. We see most of the story from Kyons perspective and he has a dead black resigned and cynical way of relating to the world and Haruhis ideas.
There was a moment in the anime when, Koizumi, a rumoured esper says that the whole world is nothing but Haruhis dream, which means that when she is bored (or melancholic - hence the title) or having any sort of bad feelings, she unknowingly creates closed areas in which the laws of our world are not valid any more and which can threaten the existence of the whole world. Koizumi thinks that Haruhi herself is not aware that she creates her own world around her, like aliens, time travellers and espers (himself) appearing because it was Haruhis wish in the first place.
It is not really such a new idea, I am sure every kid who like me was waiting for a sign from Krypton or secret powers to finally unfold themselves (still waiting ...) has at one point encountered the concept, that what we perceive as reality is actually NOT reality but something else ... like the dream of someone, who would then probably appear as a kind of god in that world. What was new to me was thinking that it could be your own world, no excuse me - my world and that I myself could be the dreamer. (Maybe I'm just naturally humble that this possibility never came upon me before - na, just kidding, probably I had this thought before and just forgot about it. Have you noticed btw that I really like to write in brackets?)
So imagine: I am the only real person here (Yes, this sounds about right!!!). And the world as you know it is nothing but my dream. Plus therefore of course YOU are my dream. I made you up. How do you feel about that? I actually think it could be flattering not to exist because of that one sperm hitting the one egg, but because someone actually bothered to come up with your whole concept. And every time you make a stupid mistake you can lay the blame on me.
The whole idea has one major flaw: If I am currently sleeping and this whole world is my dream ... I must be a mentally disturbed person to think up Auschwitz, Saddam Hussein and plateau shoes. I'm clearly having a nightmare here, so could some one please wake me up?!