This question already has an answer here:
I'm looking for the title of a book that I read sometime in 2004-05. What I remember about the book is that it focuses on a group of teenagers who live in a fantasy type world with monsters, mages, and knights. However, when they sleep in this fantasy world they wake up back in the real world, even though they hadn't been sleeping in the real world they just immediately remember what they are doing and why they are doing it.
I'm quite sure the book I had read was part of a series. I do remember one scene from it where the characters fall asleep in a barn and the main character "wakes up" in the middle of a grocery store with a list from his mother of what to pick up. He then goes about his normal life for a bit before being woken up back in the fantasy word by his friend as they're being surrounded by an enemy. The main character reaches for his axe but fumbles with it.
I hope thats enough detail. I'd love to find and read this series again.