I get these at times. They're usually nothing special, they're just me walking around in a place I'm familiar with, or is made out of places I've been before so it seems familiar enough, but half of them do end up with me getting worried about "okay, I want out of here now how do I wake up?"
I think the last one of those was a few months ago, and they tend to rattle me whenever they happen. Especially since this last one also had a lot of false awakenings, and me realizing I was doing nothing but "waking up" straight into another dream. Very unnerving.
(Although once I get to the point I realize it's a dream, and just have to wait it out until I actually wake up, I do sometimes try to see if I can mess with things in there. :P )