You're absolutely right: There's no way to ever be 100% certain that we're not dreaming. Most lucid dreamers use a dream sign to signal that they're dreaming and, therefore, become lucid within the dream. Mine is a Euro from Greece. In real life, the coin never changes. In my dreams, sometimes the owl on the coin winks at me. Sometimes the image on the coin is completely different from the real life image.
Dreams are experienced as real. So, a 'normal' dream is one where you experience the dream world as reality. A lucid dream is one where you realize that you're in the dream state. Many oneironauts use the lucid state to benefit their real lives (practice a skill, work through emotions, etc.). Personally, I prefer to go along with the dream and have a little adventure.