I may be conflating two separate short science-fiction stories here, so please bear with me. I definitely read this more than 10 years ago and it's likely to be older than that (60's, 70's?)
A man wakes up one day to discover that the world is subtly different. His wife acts strangely and there's a weird "groundhog day" vibe.
He discovers that his house is actually made entirely of painted metal, including things that should be wood (a boat that he made by hand, for example).
He comments that in the real world, it's the fact that stuff doesn't work properly that shows you that you're living in reality (a wobbly doorhandle may have been mentioned?)
He's constantly beset by advertising; brands of washing powder, political messages, etc. and people keep asking him what he thought about them.
At one point, the advertisers start getting very aggressive, literally invading his house to dirty his clothes and driving around with megaphones to shout slurs about their political competitors.
He finally breaks out of the town (with the assistance of his secretary?) and they discover that they're...
...actually robots living in a simulated town used by advertisers to test slogans, etc.
The final twist is that...
...the town fits onto a desktop and is encased in glass. Even if he could escape, he could never live in the real world since he's very tiny.
Answer
This is "The Tunnel Under the World" by Frederik Pohl, from 1955--according to wikipedia, one of the first fictional example of mind uploading. Here's a part about the advertisers getting aggressive:
The car took a position in the middle of the block and stood silent for a few minutes. Then there was a crackle from the speaker, and a giant voice chanted:
"Feckle Freezers! Feckle Freezers! Gotta have a Feckle Freezer! Feckle, Feckle, Feckle, Feckle, Feckle, Feckle—"
It went on and on. Every house on the block had faces staring out of windows by then. The voice was not merely loud; it was nearly deafening.
And here's a part about discovering his house was made of metal:
Where the old trunk had been, the cellar floor gleamed oddly bright. He inspected it in the flashlight beam. It was metal!
"Son of a gun," said Guy Burckhardt. He shook his head unbelievingly. He peered closer, rubbed the edges of the metallic patch with his thumb and acquired an annoying cut—the edges were sharp.
The stained cement floor of the cellar was a thin shell. He found a hammer and cracked it off in a dozen spots—everywhere was metal.
The whole cellar was a copper box. Even the cement-brick walls were false fronts over a metal sheath!
And his boat:
The biggest surprise was the upside-down boat hull that blocked the rear half of the cellar, relic of a brief home workshop period that Burckhardt had gone through a couple of years before. From above, it looked perfectly normal. Inside, though, where there should have been thwarts and seats and lockers, there was a mere tangle of braces, rough and unfinished.
The revelation you mentioned about the character's nature:
He said: "Oh. The explosion in my dream." "It was no dream. You are right—the explosion. That was real and this plant was the cause of it. The storage tanks let go and what the blast didn't get, the fumes killed a little later. But almost everyone died in the blast, twenty-one thousand persons. You died with them and that was Dorchin's chance." "The damned ghoul!" said Burckhardt. The twisted shoulders shrugged with an odd grace. "Why? You were gone. And you and all the others were what Dorchin wanted—a whole town, a perfect slice of America. It's as easy to transfer a pattern from a dead brain as a living one. Easier—the dead can't say no. Oh, it took work and money—the town was a wreck—but it was possible to rebuild it entirely, especially because it wasn't necessary to have all the details exact.
And here he discovers the final twist you mention:
Burckhardt stood paralyzed. One of the moving mountains in the blinding glare came toward him. It towered hundreds of feet over his head; he stared up at its top, squinting helplessly into the light. It looked like— Impossible! The voice in the loudspeaker at the door said, "Burckhardt?" But he was unable to answer. A heavy rumbling sigh. "I see," said the voice. "You finally understand. There's no place to go. You know it now. I could have told you, but you might not have believed me, so it was better for you to see it yourself. And after all, Burckhardt, why would I reconstruct a city just the way it was before? I'm a businessman; I count costs. If a thing has to be full-scale, I build it that way. But there wasn't any need to in this case." From the mountain before him, Burckhardt helplessly saw a lesser cliff descend carefully toward him. It was long and dark, and at the end of it was whiteness, five-fingered whiteness.... "Poor little Burckhardt," crooned the loudspeaker, while the echoes rumbled through the enormous chasm that was only a workshop. "It must have been quite a shock for you to find out you were living in a town built on a table top."
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