[TOMT] Philosophical short story with dystopian symbolism

Hello. I read a short story many months ago and randomly thought about it, but for the life of me, I cannot remember it. I tried to have chatGPT help me, but it didn't know either. I feel like the title was something about dream or world. The story wasn't scifi, but it opened up with the speaker talking about how they were estranged since young because they would visit many worlds (metaphorically, I think). The only key detail I really remember is the man walked into a town and a police officer approached him asking for his card to live, the man didn't have one and the officer was like, "that's not possible, let's take you to the station", but it wasn't very threatening, just deadpan logic. It was by a famous philosopher, I want to say German but maybe not, and it was at least from 1900-1950, maybe older. Please help me. Thank you.