Hmmm.... One of two things:
One:
Wake up, look around, and say something along the lines of "Well, f***."
Then go back to sleep and hope I either wake up back in reality or in a action flick.
Two:
If I don't wake up in reality or in an action flick saving the girl or shooting bad guys, then I'll just get up, grab a concealable weapon, find the characters, spoil the plot, tell them not to seperate, screw, get naked, run up stairs, scream, blah blah blah. Then, I'll tell them the monster's(s'?) weakness and head back to bed.