Imagine one evening you meet a stranger at a bar. You exchange the usual social pleasantries and begin to establish a rapport, until the stranger gets a strange gleam in his (or her -- take your pick) eye, says, "You know....", and starts to spin a yarn of the most cockamamie conspiracy theory you have ever heard. Elvis being alive and responsible for the assassination of JFK would sound downright plausible compared to the fantastic ridiculousness of the story you are being told. You sigh inwardly to yourself about having wasted yet another evening hanging out with a person who turns out to be a wacko. Until at one point the stranger says, "And here's the evidence that this is all true," and sketches out an experiment that you could do that would falsify the theory. "OK, let's try it," you say. And off you go...
And then you wake up. It was all a dream. You breathe a sigh of relief, get up, take a shower...
But for some reason you can't get this crazy conspiracy theory out of your mind. Of course it can't be true (can it?). No, of course it can't. But the more you think about the more you realize that, yeah, it could be true, and that you really have to do this experiment to convince yourself that you haven't lost your grip. So you do.
And the result is exactly what the stranger in your dream predicted it would be.
You are, naturally, surprised, but your worldview has not yet been shaken to its foundation. After all, you have not proved that the conspiracy theory is correct, you have merely failed to disprove it. There are any number of other plausible explanations for why the experiment turned out the way it did. But the fact that it turned out this way doesn't help you sleep any better at night.
So you do what any good Scientist would: you repeat the experiment. And you get the same result. You design other experiments to test the theory, and every single one fails to disprove it.
Now, normally this would be the basis of a great scientific discovery. But the problem is that this is a conspiracy. It turns out that the world really is out to get you. You really are surrounded by aliens and pod people. (Of course, they have human DNA. But their thought processes are utterly different from yours. But they all put on this act to make them appear as if they were Just Like You. Mostly.)
You pinch and slap yourself to make sure that you aren't in the middle of a nested dream. Nope. You're awake. This is as real as it gets. Everything you thought was true about the world is wrong. And you can prove it. Reliably. Repeatedly. But only to yourself because, well, everyone else in the world (as far as you can tell) is an alien. You have somehow taken the blue pill, but instead of waking up outside the Matrix you find that what you thought was the real world is the Matrix. But there is no higher level reality that you can escape to. This is it.
What do you do? You can't talk to anyone about it because, well, everyone is an alien, and their reaction to your describing what is going on will be exactly the same as your reaction was to the stranger in your dream: They will think you're nuts. They will shun you. If you make to much noise about it they will put you in the padded room.
Maybe you are nuts? How would you know? Every experiment you do indicates that you are sane. You remember what life was like before, so you can still play the game. You are socially functional. You have a wife and a cat and a nice house in the burbs. You go to work. You pay the bills. If there were someone else out there who had come to the same realization to which you had come, they would never know that you were not an alien. And conversely, you reason, you would never know that they were not an alien. So there might be others out there like you. But you can't find them.
Unless... you manage to find a way to penetrate their dreams. That is the one way that you might be able to communicate what you have learned without risking ostracism and isolation. But that, of course, is impossible.