Us Anthonys? Cecil? What gives? What aren’t you telling us about who you really are?
Anthony is the name of the questioner.
And “us anthonys” is an implication that Cecil is an “Anthony” too.
Cecil seems to be using “Anthony” as a shorthand for “those who don’t generally recall our dreams and also don’t dream lucidly.” He is merely putting himself in that class, surely the only major commonality between the Master and a hapless questioner like poor Anthony.