Can an eye see itself? Can a fingertip touch itself? I beg of you, do not participate in such futile thoughts. The fingertip can touch a hundred thousand things, yet never comes any closer to itself. The eye and the fingertip are manifestations of Nature, do not make of them what they are not. Such is the self, a manifestion of Nature and a reality; a reference point set up by Nature within Herself. If Nature creates illusions then accept those illusions. And if Nature makes you aware of their illusory nature, the knowledge should not be ignored. It is a foolish thing indeed to fight against Nature.
Yes, we live in a dream, the Dream of Nature, from which we can never awaken. As long as there is self, and there always will be as far as the self is concerned, there is illusion. The Dream is the All. But if the Dream is the All, then there is nothing other than Dream, so "Dream" loses any meaning. For this reason, never imagine that all this is not absolutely real. Don't waste your energy trying to see "The Infinite". You will see all that can be seen, if only you would refrain from big-noting yourself!