I'm not sure what it's called, but I've had the same experience before. When you know you are dreaming AND you can control what is going on with your dream, it is called Lucid Dreaming. Maybe next time you have this experience you can try to take control of the dream. The hardest step to Lucid Dreaming is realizing you're dreaming, or it is for me. You already had that part down, so it may be easy for you next time.
I think perhaps it's normal to have a dream like that every once in a while. I've had dreams where I kept waking up over and over, but in reality I was just dreaming. Like I would think I was up, then something strange would happen, then I'd "wake up" again, etc. like that. Like I was stuck in the dream
I'm sorry I don't have much advice, but Doug and HJ may be able to tell you more.
Forget not that the earth delights to feel your bare feet and the winds long to play with your hair. - Kahlil Gibran