Think about this... There could be as many different realities as there are different dreams. In some of those realities, someone has imagined a being or device that can travel between this realities whenever they want.

This means that someone or something could have broken into our reality and have already left. Wouldn't someone know that this happened somewhere or somehow. This is possible but it also may have not happened yet! There are Infinite amounts of other realities that could be standing in between us and them.

Those realities can host ANYTHING. Any scenario that you could imagine is hosted in another reality or it was just made by you imagining it.

This can also be disproved by imagining a reality where a creature or device is specifically coming for this reality and dispersing the technology around this earth. This leads to manly controversy and new patients in the psychiatric ward. This makes my head spin....