I spent some time trying to have lucid dreams. I distinctly remember times where the question didn't result in either. But instead a suspicious half lucid state. Where you are a lot more aware that something is wrong. But not quite sure you are actually dreaming.

One of the simplest methods was to look for a clock. Look away, and see if it changes. The realization of "hmm, I should find a clock" making them appear on every street light and building. Wasn't always the obvious indication of a dream it might sound like. Instead leading to a very confused dream wondering if reality always looked that way.