If you woke up surrounded by doctors who told you that you'd been in a medical experiment since birth and that your entire life had been a dream, how do you think you'd react?
I think I'd try to understand the doctor's objectives, and to help them if possible. In exchange, I'd ask that they let me visit this dream of mine whenever I feel like it. Basically, to let me live in my reality even though it isn't supposed to be real (I say it pretty often, but reality is relative).
If it ended up being impossible... Well, I guess I'd have to learn to live in this new reality, but I'd most definitely use my imagination to preserve the previous one. Possibly, I'd translate it using various arts and make a living as an artist - if such a job existed in this new reality already. If not, I'd just have to create it.