Descartes said that we could not know. Maybe we're living in a fantasy created by a demon. Of course, he came to the conclusion that God wouldn't do that to us, but that doesn't really help us if there is no loving God.
Anyways, there's no way to prove it, per se, since any sort of "proof" could be another trick, but we should probably live under the assumption that everything is real. As long as people aren't running up to me and screaming, "WAKE UP!" I should behave as if this is real. After all, what if it is real, and I do something that gets me killed. Game over. Even if I could wake up in the "real world" after I die, that's a pretty big risk.
I wrestle with skepticism all the time, and that's all I've come up with - act like it is real. Suspension of disbelief, I suppose it could be called.
"Crazy" and "normal" are defined by those around you, not yourself. If you are crazy, people will let you know. That's how people find out they are having hallucinations, after all. They say, "There's a tall man in the hallway," and everybody else says, "No, there's not." So, it's determined that you're the one with problems. Nevermind the possibility that they could be the crazy ones; that's a whole nother discussion.