The idea that everything we experience might all be one big dream is often associated with skepticism, a philosophy that calls into question our ability to know things for certain. "A Dream Within a Dream" is about a guy who initially adopts the skeptical position that all of life is just a dream within a dream. At the end of the poem, however, there's a tricky about-face where the speaker becomes skeptical about his skepticism. He decides that he's not really so sure about the whole life-is-a-dream philosophy and leaves the question open, and the vicious cycle never ends.
The speaker's decision not to believe that life is a dream within a dream makes him the ultimate skeptic.
The speaker is way too skeptical when it comes to the sand. It's in his hands, so the fact that's it slipping away doesn't mean reality isn't real. Duh.