Oh, but what if you do the opposite? A character goes to sleep in the beginning of the story, sees amazing things along the way, and the audience expects all of it to be just a dream. Right at the end it’s revealed that due to some crazy sleep magic, the dream world is the real world.

Here’s how that could work out. When you sleep, your mind is magically transported to another planet in a different galaxy, which allows you to experience weird stuff that would be impossible on Earth. When the protagonist was sleeping, they triggered a ma magical one way portal, which transported their body to this other planet. When they wake up from the dream, the mind returns to the body as usual, but this time neither of them are on Earth. The protagonist is permanently stuck on an alien planet where strange dream physics is the norm.