|What planet is this?|
And it can be very exciting, and ultimately fulfilling... if you are flexible enough to accept the gift.
Nearly every serious dreamworker I know has experienced this at least once. When you begin cultivating the memory of your dreams by writing them down, contemplating them, and working with them, you build a bridge between two different worlds you live in.
One world is the one tied to the physical body and its five senses. It is tied to a personality associated with the history of this body: where is was born, who its parents are, its state of health, its education, the work it does, etc.
The other world is the one you inhabit when your eyes are closed and your consciousness (which is not your brain!) is freed from the physical body. In this world you wander through realms where space and time are different than they are in the physical world where you are reading these words. And in this non-physical world, you are other people, and you live in different circumstances than the ones you know day to day in the world of your physical body.
The stronger you build the bridge between your dreams and your waking life, the more the two begin to affect each other; that greater You (capitalization intentional) in your dreams begins to seep into this world.
If the transition from the dream world to the waking world is a bit bumpy, or you retain the dream consciousness after you open your eyes in the darkened, quiet room, you can become aware of the fact that the state of mind you are in does not belong to the physical world you've woken up into. And there can be confusion.
But if you relax and accept the experience, it can be wonderful. It is proof that you are more than you believe you are in your more rational, logical, practical moments. It opens a door to a new understanding of who You are.
Accept this gift with gratitude.