"Don't confuse the reader" is one of the rules that exist to be broken. As usually, "when to break the rule? When you know what you're doing."
In this case, straighten it out immediately after he wakes up.
No branch, no tree, no sky. Just murk of the cavern, drip of water.
He shook his head to get rid of the last of sleep, and tried to recall the scraps of the dream, fleeting from his mind rapidly.
Deceiving the reader for no good reason is not good. But a small deceit that goes right hand in hand with protagonist's confusion, straightened out as soon as confusion vanishes, is good to improve immersion. A big deceit may make for a great plot twist, but it must be carefully engineered, both with foreshadowing and with clear reason. Definitely don't deceive the reader if the reader is the only one getting deceived - you may follow up with the same deceit the rest of characters fall for, but if there's an elephant in the room and everyone can see the elephant, don't inform the reader it's a gazelle, and then at the end laugh "ha ha, it was not a gazelle in the first place, it was always an elephant!"
