Trivia: In the entire film, there are only two "homegrown", real humans - Tank and Dozer. They both have names of machines.
Trivia: It's been said that Neo is an anagram for "one". I think it's more important to realise that Neo means "new". His real name is Thomas Anderson. He is called Thomas at the beginning of the movie, when he doubts the truth -- that the world as he knows it is not real. Thomas is the "doubting" disciple in the Bible. Moreover, Anderson means "son of man". Hence, Neo Anderson is the New Son of Man. The biblical references go on and on... Trinity, Nebucadnezzar (the name of the ship -- in fact, the name plate on the ship makes reference to a verse in Mark chapter 3), Zion... So not only is Neo "the One", he has gone from being the doubter to the new son of man.
Trivia: When Neo is at work in his supervisor's office getting yelled at, notice the window washers. When the camera shoots from the outside of the building, look at the soap on the window.. it strangely resembles the Matrix pattern as displayed on a computer screen. Also take notice of the look of confusion on Neo's face - like he had seen that pattern somewhere before.
Trivia: The film's premise was based on Plato's Allegory of the Cave.
Trivia: In the Oracle's kitchen, there is a sign over the door which says "know thyself." The quote originally appeared over the door of the temple at Delphi, in Greece, which housed the Delphic Oracle. But the sign in the kitchen is written in Latin, not ancient Greek.
Trivia: Right before Agent Smith talks to Neo in the small room you see Neo sitting alone in the room there on multiple television screens. All those screens are from the Architect's room as seen in Reloaded.
Trivia: The free land, Zion, is a reference to Mt. Zion in Jerusalem, where the Dome of the Rock stands on the peak, and where the Jewish Temple was once. In the end of time, according to the Revelation, there will be 'a new Jerusalem', and Zion was frequently used in the bible as another name for Jerusalem.
Trivia: Did you notice all the street references to Chicago streets, but anyone from there knows that's not Chicago? The guys that wrote and directed it are from Chicago, and always put Chicago references in their films.
Trivia: As Neo runs through the old lady's apartment near the end of the film, we see an image on the TV of a menacing man in a black suit coat. The image is that of one of the Number 2's from the TV show "The Prisoner" (1967).
Trivia: When Neo gets a tour of the Nebuchadnezzar it shows a "License Plate". The plate reads "Mark III no. 11. That is really a bible verse that relates to the story: "And whenever the unclean spirits beheld him, they fell down before him and cried out, 'You are the Son of God.'"
Trivia: Notice how most of the the green computer language that is supposed to make up the matrix is actually the mirror image of Japanese characters.
Trivia: Some people have complained that many scenes in the movie have a greenish tint to them. This is deliberate on the part of the filmmakers and is meant to be a clue to the viewer -- all scenes that occur within the Matrix have the green tint overlaying them, while the rest of the movie does not. All scenes in the real world are blue-tinted.
Trivia: When Morpheus and Neo are in the elevator to see The Oracle, look at the wall to the left of Neo's head when they focus on him. Notice the name "Kym" scratched in. Kym Barrett is the name of the costume designer.
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