The real world here is what a majority of the people believe in, where a majority of the things happen as expected and predicted, where there are accepted paths to success and accepted ways of going about things. Anything that doesn't fit into this plan, anyone who dares to dream of doing things a different way is an outlier. And when such actions lead to failure, 'Welcome to the real world' is a ready response.

Majority of the people are risk averse. Hence, the proverbial real world is a risk averse place where things happen as expected, where people walk in the footsteps of several others before them, too afraid to deviate from the plan, too afraid to take a risk.

This doesn't mean that the real world is all hunky-dory. There are many untoward things that can and do happen. But that is all part of the plan and expected. If you walk alone in the middle of the night and get mugged, you still hear a 'Welcome to the real world'.

The Joker (in The Dark Knight):

If tomorrow I tell the press that a gang banger will get shot, or a truckload of soldiers will be blown up, nobody panics, because its all part of the plan. But when I say that one, little old mayor will die, then everyone loses their minds!

Introduce a little anarchy. Upset the established order, and everything becomes chaos.

You don't have to upset the established order the way The Joker did. But that doesn't mean you have to be resigned to the majority version of the 'real world' either.

You're not here to be a part of the real world.

You're here to change it.