Yes, I definitely relate to this. It's hard to determine if we're real sometimes if the thoughts are that overwhelming. My own spirituality has led me to believe I am real, however, I do think everyone is connected in some way. Interconnected, that is. Also, thoughts are real, too. Like, some people (especially psychologists and psychiatrists) - seem to reduce thoughts to the biological (i.e., impulses in the mind, electrical currents skittering through our physical brain). I don't think it's that simple (this is just my opinion). I'm not doubting the validity of certain theories of the mind that psychiatrists and psychologists have, but rather just pointing to the possibility of other explanations.
I think it's a good question, anyway, and I hope something about my answer resonates with you.