Thomas A. Anderson is a man living a double life. One, working for a highly respectable software company. Two, a hacker under the alias "Neo." The Matrix follows the progression of Neo going from regular guy to being exposed to the Real World. The revelation comes in that the world Neo thought was real was actually The Matrix, a computer program developed by machines in order to use human beings as batteries. Neo is thought by Morpheus - a person Neo has been desperately trying to find in the "real world" - how to control the Matrix. Morpheus feels Neo is the chosen one, the one who will set everyone free from the Matrix. Neo, along with everyone else involved in these missions, are constantly being pursued by Agents, sentient programs whose job it is to isolate those who hack into the Matrix and remove them.
Answer: He doesn't know that he's plugged into a giant computer and that most of humanity is a power source for robots. He's merely aware that there is something wrong with life in general, something odd that he can't quite explain.
Gary O'Reilly