There is this interesting model called "ancester simulation", which assumes, that not only the world we believe to live in is not real, but that we are actually not real either. So there is not even "a brain in a jar", its all a very sophisticated computer simulation designed by technologically very advanced beings.
Also with that thought there is the disturbing fact, that we - or the character who is suspecting it, to be precise - won't be able to prove or disprove it.
I guess its our fate as humans to plague ourself with doubt of this kind, instead of simply live and enjoy it.