To anyone who hasn't seen this Christmas' Doctor Who special ("Last Christmas"), this entire post may be a spoiler.
There were, as far as I could see, four main plot points in "Last Christmas" (titles obfuscated to prevent spoilage):
Neither the Doctor nor any of the other dreamers could tell whether they were awake or asleep. (Despite the apparent ability of the dreamers' to sense a slight headache in their temple, this does not seem to have helped the doctor determine he was in a dream when he met old-Clara, so it may have just been part of the dream or it may be easily overlooked if the dreamer does not already suspect they are dreaming.)
Due to the dream crabs' ability to fold one dream within another, the dreamers were also unable to tell if they were actually waking up or not.
3. Santa was a product of the dreamers' subconscious. This was important, because it was how Clara first realized that she and the Doctor were part of the dream from the beginning ("Santa was on my roof").
4. Clara was expecting to see a wound on her temple as evidence of waking up (seeing as, according to the doctor, there should be a half-inch gap in her head/skull causing agony if not for the analgesic of their dream).
In the final shot of the episode, we see a tangerine (presumably left by Santa), indicating that they were not awake. Also, there was no wound on either the Doctor or Clara (or any of the others). Given that they seem unable to tell via any other means that they've awoken, are we supposed to assume that they are still sleeping? Or did the Doctor have some as yet undisclosed means for determining that, at last, they were both awake?