Thus though the whole world of duality is only an illusion, that illusion has come into being for a significant purpose.
-- Meher Baba, Discourses, vol. 1, 6th ed. (San Francisco: Sufism Reoriented Inc., 1967), 164."Illusion" was the term Meher Baba often used to describe the world of everyday existence; of the five elements (water, fire, air, earth, ether), the subtle fabric, and the mental factors; of hot and cold, near and far, lust and hate. As seen from the quote above, though, "illusion" did not refer to non-being and total non-existence. Illusion, in fact, possesses being and does exist. Otherwise, how could illusion ever be perceived, conceived, or known? But there's something about illusion that separates it from non-illusion, or reality. Reality is that which does not change, that which is totally stable, that which is infinite. In short, reality is God. God, being infinite, is the only reality. From the perspective of the everyday world, however, God is not the only reality; God is hardly any reality at all, it seems! The world, our bodies, our energies, our feelings, our intellect, our causal-souls, are all changing, none are stable, and not one is infinite. (In traditional Buddhist terms, the world is anicca and dukkha.) And yet, God is non-changing, stable, and infinite -- indeed, God is the really real, and the only true existence -- mocking our perceptions and conceptions of what we think the world is. Thus, that which is "illusion" is that which is changing, non-stable, and finite; since, from the God-perspective, only God is really real and thus all else must be not-really real, or illusory. But the not-really real is indeed real, from the world-perspective. Indeed, the not-really real is God, since God, being infinite, contains everything, both the really real and the not-really real.
Illusion (the changing, the non-stable, the finite) is real, but it is not reality. Illusion is a "play" (Latin: "ludere", "to play") with"in" reality, a play with a cosmically important function. This is God's play. We're just actors in it, but actors acting with a purpose. How can you beat God, dear reader?