I had a similar question in junior year that bugged me:
How do we know whether or not reality is truly reality and not illusion? If all reality is just illusion, you can't prove it because if you have some sort of physical or logical evidence to prove that ALL reality is illusion, that evidence also proves that there is a reality in which evidence can exist, but if you find proof that the concept of reality is truly existent, that proof can just be dismissed as part of the illusion.
The nihilistic idea of reality is sort of a constant paradox.
My theory/current factology that I've been toying with:
Physical reality is nothing more than a constant series of illusion layed on top of eachother and aside one another. Think about it, if you are religious and spiritual, like me, you probably believe that the the concept and very core of all physical matter is a creation of some sort of spirit and/or god(s). Hence you believe that physical matter is a creation of somebody or something else's own mind and imagination, i.e. an illusion. Some spiritual being is constantly creating and manifesting physical creations spontaneously from its imagination by merely saying "Be." We as human illusions do the same by taking other pieces of the illusionary puzzle and using them to make our own creations by layering them on top of eachother and creating all new never before seen illusionary puzzles and pieces. Physical reality is made up of constant illusions from other beings' imagination, whereas spiritual reality is the energy behind all the illusions and the source from which the imagination gains its power to make more illusions. Just an idea I've been trying to sort out. I think there are parts where I should more clear on the differentiation between spiritual reality and physical reality.