All "things" are gatherings of atoms which themselves nearly entirely consist of empty space -- empty except for invisible force fields produced by the atoms' almost infinitely small particles such as protons and neutrons. What we see of the world around us is photons bouncing off things' invisible atomic force fields. What we feel is force fields of our nerve endings interacting with the force fields of things, resulting in stimuli conducted to our brains. From these stimuli, the brain manufactures a colorful, solid world that really isn't there.
The brain-created nature of the world around us is worthy of being labeled illusionary, but it's only the beginning of the illusions we humans are subject to. Other illusions are so commonplace that it takes awhile to recognize them as illusions.
For example, some people need prescription drugs in order to avoid being depressed. Which is the "real world," then -- the depressing one experienced without drugs, or the cheery one seen with drugs? Similarly, a symbol such as a cross or a star may comfort one person by evoking familiar explanations and promises of one's religion, while that same symbol may bring on a rage of intolerance and fear in another.
What's the real nature of these things seen with or without drugs, or interpreted one way or another, depending on the person? Isn't it that these things have no essential meaning other than that they are exactly what they are, and that any associations or feelings we may have with regard to them can be called illusions concocted by our brains?
If it's our brains telling us what things are, then that's a chancy thing, because our brains' interpretations depend on our personal genetically fixed predispositions, our life's chance experiences, and the ever-changing electrochemical environment in which our brains happen to be operating. All these factors vary from person to person, and within each person the brain's interpretation can vary wildly from day to day, even moment to moment. Even the set of experiences affecting how our brains interpret things changes constantly, depending on what we're remembering, forgetting, or experiencing at the moment.
Add all that to the fact that a fundamental function of the left hemisphere of the human brain is to create story lines to explain what we're experiencing, as described in our essay at http://www.backyardnature.net/n/p/080811.htm
These story lines may comfort us and help us function in everyday life, as by assuring us that it's lighter now than a few moments ago because the Sun is coming up, but also they tend to generate trouble-causing political theories and religions. Fortunately, with the help of the right brain hemisphere we can analyze which of our story lines are to be helpful. and which problematical.
What's the good in thinking about all this, especially because we can't change anything about it?
Thinking about life's illusions is good for at least three reasons.
First, the whole setup is so mysterious that when one dwells on the matter a kind of spiritual quest begins. That quest can bring us into every deeper insights and ever greater awe that inevitably enlarge us as living, feeling beings.
Second, when we enlarge, it seems that our capacity to love our part of the Creation spontaneously increases. This love for what's around us compels us to protect and nurture things important to us, which is something needing to be done.
Finally, coming to grips with life's illusions starts this chain of events: Finding ourselves to be temporary, ever shifting, illusion-besotted configurations of atoms' invisible, intangible force fields, we see what insignificant players we are in a stupendously big, complex theater of mysteries. Seeing ourselves in this perspective, automatically we lose much of our self centeredness. By abandoning left-brain story-lines encouraging materialism and self indulgence, our lives simply and we start identifying with grander currents of the evolving Creation. All this amounts to an elevated spirituality -- enlightenment -- which, the great teachers of the past assure us, is the most precious of all human potentials.