"Is this really happening? Is this REAL?" Do you ever think about stuff like this? Gosh, I do quite often. Questions like these really get to the nature of how we experience reality. We’ve got our five senses. We believe our senses give us reliable information about reality.
In theory though, a manipulative mad scientist could be controlling every input into our senses. How would we know any different? This is basically the idea of the Matrix movies. In philosophy, it’s sometimes called the brain in a vat fable. In the fable, an evil genius has our brains hooked up to a giant simulation. We think we’re experiencing reality, but actually we're just disembodied brains in a vat of brain-nourishing goo. We are completely deceived by the genius who controls our sensory inputs. (I guess we should be grateful that at least the evil genius keeps our brains healthy with brain goo!)
The fable points out there is ultimately no way for us to prove or disprove the nature of the reality we perceive with our senses. So why give any special weight to the reality our senses provide? (Cue spooky music.) It could all be an illusion.
(Brain in a vat fable derived from David J. Chalmers in his paper The Matrix as Metaphysics.)