Hmmm.. the bit about the dead not knowing they are dead sounds like some of the ghosts in Tim Powers "Expiration Date". Another recommendation for you! You may not like the ghost-consuming addicts though.

As for myself being alive - I have seen dead people and I have none of the observed characteristics of their state. The question is a bit like "How do you know you are not asleep and dreaming right now?". Answer to that one: my dreams are usually more interesting and less linear than this. Of course there are those who state that all Earth is purgatory or hell or whatever... ??whatever floats your boat guys.