People have been speculating about this for years
The Matrix
he is trying to self actualise and wake up from the dream world - so he tells the others how he knows they are in the Matrix somehow , keeping in mind because we don't know what he said, we don't know how long he was talking for, we might assume it's only a short sentence due to the cut, and maybe it is, but it could go on for longer for him to get the explanation out so they realise
Dream:
he has realised he is in a dream (not in the Matrix, in our real world, having a normal night time dream) - he has not actually got up, bathed, dressed, and gone out as we saw him do, he is still asleep, and that was part of the dream
- he lies down like that so he can wake up back in bed in that position - the people round him are not real, so when he wakes up they will cease to exist - he tells them this and they lie down as well, like him, waiting for him to wake up so the dream can end - as in Inception, his subconscious creates these people and he talks with them as they "exist" to him inside the dream
- as well as Matrix this idea brings to mind the opening of Vanilla Sky driving and running in the empty city, then his interactions with the characters through the film who are of course not real
- then Truman Show where he starts to realise something is wrong even though he is awake and in the real world - we are watching this man on a TV screen here - what if, like Truman, he is in that TV world and realises it in some way, so he just lies down in the street - the actors playing the other characters don't know what to do apart from ask him what he is doing - whatever he says is some explanation of what he has realised - the show will end when "Truman" effectively "quits" the show and the whole reality they live in will cease to function
There have been a lot of "religious" discussions as well