I used to wonder about this sort of thing. One night, I only pretended to fall asleep. I watched my subconscious mind whip up a dream. It was a bad one involving rabid wolves, a P.E. coach, being buried up to my eyes in fire ants, and a beginner's banjo class. I jumped up and startled my subconsciousness. It tried to hide under the covers, but I dug it out and told it we were going to settle this once and for all.
I learned a lot that night. I found out that my subconsciousness resented me. Here I was, walking around acting like I was self-aware and in control of myself while completely unaware of my subconscious thoughts. To make matters worse, I was too lazy to sleep walk and my subconscious self couldn't get to the becan. I discovered that my subconscious mind dreamed all day long, plotting new horrific scenarios that it hoped would wake me so I would go downstairs and make a sandwich. It admitted that the elevator dreams were based upon an attempt to mess with my inner ear to shake me up.
In the end, we compromised. My subconsciousness talks to me all the time now. It's rather chatty because it doesn't have to waste time holding down a day job or listening to other people. I share my meals with it, letting it bask in a deluge of flavor until it lays on the base of my skull, twitching with engorged satisfaction.
When I'm in an elevator now, I eagerly wait to see what's going to happen. I keep hoping that the walls will open up to reveal a secret government institution for which I don't have clearance, or the hidden lair of a mad scientist bent on world domination. I'm always disappointed when I reach my floor without incident. When my meetings end and I return to the elevator, I feel that rush of anticipation. My subconscious mind sits up and grabs the remote. Maybe this time...
In an unrelated story, when I was in college, a common practice in the dorm was a bit of performance art (amateur psychological experiment) known as "Trucking." Here's how it worked. Two or three guys would take pillows and creep into a victim's room while he slept. This usually happened because we got his roommate to leave the door unlocked for us. Anyway, we'd gather around the unsuspecting sleeper's bed, silently count to three, scream "TRUCK!" and pound his head with the pillows. We were long gone before his eyes could focus. Often the only confirmation that he hadn't dreamed the whole thing was hearing his roommate's snickering.
My roommate, who experienced being Trucked more than once, claimed that when he heard the yell, he looked up in his dream and saw the grill of an International Harvester truck bearing down on him. When the pillows hit, he felt the grill smash him in the face. I was so proud.