The "you're not real, you're just a dream/imaginary being/piece of data" thing has been done to death. Worse, though, Star Ocean handled the twist terribly. The world is scheduled for deletion, so your party goes to fight the evil programmer (or whatever). You win, but you don't manage to put a stop to the deletion. Except, for some reason, it doesn't happen. Here's wikipedia's take on this:

"However, the world is not destroyed for not entirely clear reasons. Blair mentions an "Eternal Sphere backup" earlier, but there's no evidence that it was applied. The characters decide that even if they really are just programs, they have achieved "consciousness" and therefore cannot be deleted. Alternatively, others suggest Maria's power of Alteration has something to do with it, perhaps even implying that their universe has truly become a reality unto itself and therefore not subject to deletion."

A backup? Or maybe we're too smart to be deleted? Or too real? Or, uh, magics?