What is a natural thing to say when you suddenly wake up from a dream?
The impression I have in mind is of something like burst/tear apart or escape from the dream scene by waking up.
You can use snapping out of a dream, which has that sudden meaning.
You can also use startle, as in startled from a dream, although this seems less sudden.
People are more often disturbed suddenly from daydreams than dreams, so you may find more uses by looking for daydream terms such as reverie.