You guys are so apathetic about dis stuff >_>.
This is essentially a philosophy known as skepticism. It holds that we have NO IDEA if what we see and interact with is truly real. And you're all right. We can't really prove it either way. And yeah, the Matrix made it popular.
What IS interesting about it, however, is the paradoxes it introduces.
What would happen if this system was broken? Probability says that this higher race cannot survive for eternity. One of these days, something is going to throw a monkey wrench into our reality. But when would this happen? Perhaps our concept of time has been skewed? Why would a higher race do this in the first place? And then, what if an even higher race controlled them?
Ultimately, I would argue that episodic memory gives evidence to our existence.
Episodic memory is a type of memory in which we recall the actual experience along with the emotions attached. We are able to see back to the past, while knowing that we are not actually there. This is called autonoetic awareness, and it separates humans from animals. In order to have capacity for episodic memory, we must have: A sense of time, a sense of self, and autonoetic awareness.
Every other living thing on this planet has only semantic memories, or, world fact memories. They cannot remember the specific event.
From a Christian viewpoint, this world is real enough in its purpose, regardless of physical reality. If this really were a fake world, my choices, mind, and soul would be the only things that are relevant, and those are the things that God looks at in the first place.