Backstage. Prepping for your next dream-

They wake up too

they become you again

In your heeeeeaaaaaad, in your heeeeeyyyeeeaadddd...

I'm still here

They don't go anywhere. The dream doesn't end just because you wake up.

They all freak out when you just disappear.

To the same place everyone you know goes to when you aren't thinking about them.

Back to Pornhub?

In your walls

The problem with your question is that you believe you have woken up.

“Where” is a question that applies to the physical world. The dream people are constituted of something more fundamental than matter.

It's only ever you in there. They just put away the props, take off the makeup, and get ready to argue about which color of pants should go with those shoes your spouse hates but you like so much.

Back into the place you wish you were.

Back to their own realities.

In other people's dreams, of course. They hop like this from mind to mind, leaving one whenever it wakes and living on in the next. The thing they fear most ? the day everybody will be awake at the same time...

Toulouse.

Into the Pale

Finland

Tumbolia!

The same place they came from.