(Sorry in advance about all the words.) @Saikou the Lewd King: I agree. Apologies if I'm being redundant, but for the sake of thorough evaluation, I figure we should try & work out what would have to be true for the whole Dark World adventure to be true.
Of course, in theory, one COULD just dismiss it all as a coma/dream/hallucination, etc. but that dismissal is possible because anything can happen.
But I find that kind of pointless; Such theories require so little to be based upon that requirements are practically nonexistent, & since anything can happen in a dream or hallucination -senses of touch, pain, pleasure, etc. can all be imagined, movement is reactions- & it's almost impossible to assert a point when a dream or hallucination ended if we assume that waking up was part of the dream or hallucination.
TL;DR - Accusing it of being a dream or hallucination requires almost no evidence, can be stretched to account for anything, & there's very little definitive way to disprove it. Hence, I think it's pointless to entertain as a theory whether or not it could be true.
For example, for all we know, Kris never actually woke up at the start of the game but just dreamed they did & the whole thing is a dream.
But nonetheless, it may be worth discussing how one could reason the whole thing as being a "play" or "game" or "act", whether such a theory holds up or not.
1. Waking up in the Dark World after going to sleep instead of school is a game mechanic/convenience/railroading & is thus non-canon, despite the narration "But when you opened your eyes..."
2. Both Kris & Susie are acting when they hesitate to enter the closet, the unusual level of darkness inside & spilling out from it isn't real but just for the audience to get an idea of what Kris & Suzie are seeing or think they are seeing.
3. Susie has to have been somehow falsifying the appearance of the size of the closet. The only thing that actually supports this is her claiming it has no walls & the game probably putting boundaries Kris can't walk past; Probably necessary game mechanics to keep Kris in bounds.
4. The door closing without either of them being close to it has to somehow be Kris or Suzie's doing, without either of them having a motive, as would them falling along with the papers on the floor, which don't reappear in the Unused Classroom.
5. The Egg & all narrative about it has to be pretend as well as the strange way of reaching where you obtain it -randomly going to 1 room instead of another via a loading zone- or just be non-canon Gaster magic or something. (AFAIK, there isn't much supporting this. Although, the Egg is very easy to miss, & optional in the room you can get it in anyway.)
6. Likewise, the Ball of Junk has to all be exclusively stuff from the "Light World", the Halloween Pencil would have to be from the Unused Classroom or be the pencil Kris had all along, & this would make Kris's feelings about the Ball of Junk -admiring it, being hesitant & bitter about dropping it- very strange. It'd be odd to feel so strongly about a game of pretend with a school bully, even for a quiet kid with few friends.
7. How they got from the Closet to the Unused Classroom when the latter's left door doesn't seem interactable (Not even dialogue to tell you its locked.) would have to be explained, such as by saying Kris just refuses to use/open it & it's deliberate action by the devs to obfuscate the truth. (Also, entering the closet from the south, yet it being walked in west to east doesn't make sense.)
8. We assume the stuff on the Unused Classroom's floor does actually represent stuff from a pretend Dark World, & none of it is red herrings.
9. It also has to be a shared dream/hallucination, despite Susie asking if it was or wasn't a dream or anything. "Like, that wasn't a dream or anything, was it...?"
10. The cell phone making weird noises instead of calls would have to be assumed to be part of the faking.