I wonder how common it is. About 3 or 4 times a year I dream about dreaming, and sometimes also of waking up from the dream's dream; and sometimes falling back to sleep in the dream.
Last night I dreamed I woke up on our sofa. Noticed with alarm that our front door was not only unlocked but also halfway open. I was frightened and knew I should get up, close/lock the door, but couldn't. In my dream I thought, "I'm too tired to get up." But I did eventually go to close and lock the door, then returned to the sofa and fell asleep again.
Meanwhile I'm dreaming all this.
That's got to be one of the strangest aspects of dreaming.