In The Matrix it's fairly obvious to us the viewer that there is something wrong with the virtual reality. There is only one city (and it's surrounding area) that we know of and it doesn't even have a name:
According to the films' graphic designer Suzanne Buljan, companies and utilities in the city were uniformly given generic "City" names which are seen on signage and vehicles throughout the films, such as City Metro, City Waste, City Rail, City Post and City Power.
Some people do notice that there's something wrong but they still can't work it out:
Morpheus: I know exactly what you mean. Let me tell you why you're here. You're here because you know something. What you know you can't explain, but you feel it. You've felt it your entire life, that there's something wrong with the world. You don't know what it is, but it's there, like a splinter in your mind, driving you mad. It is this feeling that has brought you to me. Do you know what I'm talking about?
Is there anything in the franchise that explains why people don't notice that their reality is not as real as they might expect?