Vince Gilligan was right. The Breaking Bad finale didn't please everyone. A sub-group of fans didn't find "Felina" bad so much as disappointing, mainly in how straightforward it was, with some going as far to call it a happy ending because, despite a broken family, many of Walter White's last wishes were granted.
This led many to theorize—first by Emily Nussbaum in her "Felina" recap, then fueled by Norm McDonald—that the bulk of the episode was a dream, that Walt fantasized owning Gretchen and Elliott, avenging Hank and freeing Jesse, and never actually made it out of that snowed in car. Of course, it was countered that, based on his method of storytelling, if Gilligan intended the finale to be a dream, he would've shown that on the screen instead of leaving it open to interpretation.
Now, in a sitdown with THR, Gilligan officially debunks the theory: it all happened. His explanation is quite simple: "Because Walt would therefore have to be dreaming about things he would otherwise have no knowledge of." So there you have it. Now that there's no dream theory to hold on to, does "Felina" still work as a satisfying finale?
Watch Gilligan's talk with THR above, where he also mentions the writer's room considered many dark storylines, like killing off baby Holly.