Continuity mistake: In the subway fight scene, Neo is thrown to the floor and wipes blood from his mouth on his hand. It then cuts back to Agent Smith. When it cuts back to Neo, he assumes a fighting stance and you can see that there is no blood on either side of his hands.
Continuity mistake: In the subway fight sequence between Neo and Smith, you see Smith swing his right fist toward Neo. When the camera cuts to a closer shot, Smith is swinging his left fist toward Neo.
Continuity mistake: In the "Deja vu" scene, Neo uses a CZ99 pistol to shoot through the wall at the police officer, but when Agent Smith bursts through the wall and grabs him, Neo is holding a Glock 17.
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