How can pinching yourself in a dream wake you up? You wouldn't really feel anything.
It's not always about what you see sometimes its about what you here so maby you might of heard your self scream. Or sometimes it's about what you think so maby you thought you were in pain
Its too see if you are dreaming. If you don't feel anything, you are dreaming, but if you do, your awake haha :)
Apparently it's more of a test to see if you ARE dreaming. If you don't feel it, you're dreaming. If you DO feel it, you're awake but things are weird.
I actually did that once: I thought I was dreaming and pinched myself. It hurt. But I actually WAS dreaming and it didn't work. I only dreamed that I pinched myself.