We don't—not for sure. We also don't know that this isn't the Matrix, that there isn't an invisible metaphysical unicorn that follows each of us around, that Santa isn't real, that jews aren't controlling everything, and that lizard-people aren't taking over.
Now, I'm a pragmatist, and as a pragmatist, I've carefully scheduled each day to yell "WAKE UP!" at the top of my lungs for 10 minutes, take every red pill I can find, refill my metaphysical unicorn feeder, revise the letters I've addressed to the North Pole, color coordinate yarmulkes with my outfit, and practice flicking my tongue out to catch bugs.
If you're sincerely worried we're all in a coma, I implore you to do the same.