I've thought about that before. I can offer a counter-point to that: My pain is real, thus, we must be real.
In all seriousness though, I cannot deny that I have any way of proving that we are real outside the subjective realm. I had struggled with the concept of eternal death and it's implications on our lives during my adolescence (almost an entire decade ago). How our memories are wiped in death so from our perspective, it's just the same as if we've never lived at all. Really, It's about living in the here and now. It's meaningful (if we choose) but you have to accept that everything about us is temporary. Even after centuries after our deaths, we will be completely forgotten and thus it would be as if we were never born from the perspective of the world as a whole. The moment is what exists, the moment is what "matters." The moment is the only place where we have existence.
Your argument "my pain is real, thus we must be real" is equivalent to "I think therefore I am". That argument is
Cogito, ergo sum. That's a large argument I don't want to get into.
I don't believe that we are "real". I am a Buddhist, and the Buddha says that existence, and our ego, are illusory. That is the opposite of real. Since the Buddha said it, I believe that.
I believe that we are not real, on a religious, and also philosophical level. It's simple - think of this, what am I? What is it that makes me me? Is my consciousness me? What about when I go unconscious, am I still me? Is my big toe me? Or is it just a part of me? My consciousness is a product of my brain, so is my brain me?
If you think along these lines long enough, you'll realize that you have no self, and you are not real.
I will also like to state that thinking in the moment can be good. But it can be bad. Sometimes you have to think about the future. And sometimes you have to think about the past. If you fixate your attention to only focusing the on the present moment, that will hinder your ability to predict and plan for the future. If you are only thinking about the present, and not planning for the future - you would do foolish things, such as spend all your money. If you're only thinking about the present, you don't care about the future, so you might buy a new boat now and not be able to pay your rent in the future. Because you were thinking in the present and not caring about the future.
The correct way to focus your attention is to take the past into consideration, while also taking the future into consideration, along with the present. Sometimes you should live in the moment, and sometimes you should think about the past and sometimes the future. Your focus should oscillate between the past, present, and future, as needed, to achieve whatever goal you're trying to achieve at the moment in time.