In the 2014 Christmas special episode "Last Christmas" of Doctor Who, where was the Doctor when he woke up? Sorry if this is stupid. But, did I miss something? It kinda looked like Gallifrey.
Two pieces of speculation.
The place where he wakes up looks very much like the volcano featured in Dark Water (in fact both scenes may well have been filmed on the same set - just to same money on different film sets, if for no other reason), which also appeared in the context of dream states. In-universe, maybe the Doctor was investigating the place Clara had imagined they'd gone to while in her dream state in Dark Water. Out of universe, maybe it was designed to make viewers think they were going to find that everything since that scene in Dark Water was a dream, a potentially huge plot twist.
It also looks a bit like the volcano featured in The Fires of Pompeii, in which a certain Peter Capaldi appeared in a supporting role. In-universe, maybe the Doctor was trying to find out where his latest face came from. Without Clara, he needed something to occupy his time. Tracking 'himself' down seems like just the sort of crazy thing he'd do.
I'm not sure why you think this location looks like Gallifrey? In which series did Gallifrey appear looking like that? In any case, it can't be Gallifrey because Gallifrey is still lost in time and the Doctor hasn't been able to find it (as he admits to Clara in this very episode).