That's a philosophical question, anon.
To each their own.
Do you want to take the red pill and wake up in a nightmare?
Or do you want to take the blue pill and stay asleep in your dream?
Personally, my instinct is to go for the truth and wake up in the nightmare.
However, if you value the longevity of your life, you'd probably want to stay asleep in the dream.
Ultimately, I think the correct answer to this question is one of the most boring and difficult answers to accept:
Be the change you want to see in the world.
I wish it were easier than that. That's why I think Q might be here. Ultimately, he's agent Smith, offering us a way back into the matrix, into the dream world.