So, for example, we're all stuck in some virtual reality world and everything is fake, how would we know? How do we even know, for that matter, that we ourselves our real?

Well, we're wondering about it, so therefore we ourselves are definitely real in some way, even if everything else is fake - "I think, therefore I am"

Although most philosophy never draws a conclusion, I actually quite like this "proof".

And further, just because philosophy rarely draws conclusions, it doesn't mean it's not worth thinking about, if just for the fun of it.