[Emu]

I was confused, too. I think Mr. Reveal drew up a bunch of comics (that may yet exist only within his head) and forgot to upload them, thereby skipping important plot points. As far as I can tell, Shaun is aware that he's living in a dream world, but, like many furries, doesn't want to go back. Yet, unlike many furries, he's unaware of what his life is like outside of the dream world.

I can't find any significance to the "43 or 37" joke but I'm sure it's deep.