You Imagined It

It was Real After All, you had conclusive evidence. Or Was It a Dream? No -- it wasn't!

Except that you were feverish or had a hit to the head and everyone else thinks you're unreliable. And you don't have any physical evidence. Hence the Stock Phrase -- often gently delivered, because you are, after all, ill.

They may even be right. This can cover the entire range from All Just a Dream through Maybe Magic, Maybe Mundane to The Masquerade.

Generally either at the beginning, to inspire the character to go prove it, or at the end.

Comics

 * Somebody suggests this to Brad at the end of The Sandman: Worlds' End.

Film
"Uncle Henry: She got quite a bump on the head. We thought for a minute she'd leave us.
 * Justified in The Wizard of Oz (1939).

Dorothy: But I did leave you, Uncle Henry, that's just the trouble, and I tried to get back for days and days.

Auntie Em: There, there, lie quiet now, you just had a bad dream. [...]

Dorothy: But it wasn't a dream. It was a place.

Auntie Em: We dream lots of silly things when we..."


 * Contact ending.

Literature
"Nanny: Then I thought maybe I was imagining things.
 * Susan, Peter, and Edmund disbelieve Lucy thoroughly in CS Lewis's The Lion, The Witch, and the Wardrobe, but Susan and Peter are afraid that she is mentally disturbed, not lying.
 * Discworld:

Granny: No point in imagining anything, Things are bad enough as they are."


 * The supernatural is not believed in by many people of Robert E Howard's tales, so Conan the Barbarian and Howard's other heroes will usually hear this a lot when they encounter supernatural things, like in The Phoenix On the Sword and The Frost Giants Daughter. Usually the protagonist does have some physical evidence that proves him right, like the title mark on his broken sword or a scrap of cloth from the title character's clothing.

Live Action TV

 * Space: 1999 episode "The Bringers of Wonder". Commander Keonig suddenly becomes irrational and is hooked up to an experimental machine. When a group of people from Earth arrive, Koenig sees them as monstrous aliens but the rest of the Alphans assume he's still hallucinating. Actually, the machine prevented the aliens from controlling his mind the way they did the rest of Moonbase Alpha.
 * MASH episode "Follies of the Living - Concerns of the Dead". The ghost of a dead soldier is wandering around the 4077th, and only a feverish Klinger is able to see him. When Klinger tries to tell the doctors about him, they ignore him.

Web Comics

 * Gunnerkrigg Court: What happened to the creature? You had a knock to the head. ..