Continuity mistake: In the interrogation room. Mr. Smith has a green file with him with Neo data accumulated. Smith opens the file and lifts up some pages without turning them fully over. In the very next shot there are suddenly multiple pages to his left which have already been turned over. (00:16:50)
Continuity mistake: When Neo first meets Morpheus, Morpheus extends his right hand with his other hand behind his back. Next shot shows Morpheus with his left hand at his side, and when he withdraws his hand, it is back behind his back. Talk about fast hands! (00:24:55)
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