The greatest mystery in the world is its very existence. In our intellectual development, we all reach a turning point when we start asking the perennial existential questions: "What is the world?"; "What am I?"; "What is the meaning of the existence of the world and myself?." As the German philosopher Schopenhauer put it: "The lower a man stands in intellectual respects the less of a riddle does existence seem to him... but, the clearer his consciousness becomes the more the problem grasps him in its greatness." This book explores what fundamental physics tells us about the physical world and how the scientific picture of what exists often differs disturbingly from the "common sense" view based on the way our senses reflect the world. Centuries-old illusions are identified by showing that they contradict experimentally-confirmed results of modern physics, which clears the way toward deeper understanding of reality. The greatest illusion that the world exists only at the present moment of time has been realized by many great thinkers, but so far the human race has been unable to free itself from it, prompting Einstein to write this: "the distinction between past, present and future is only a stubbornly persistent illusion." Getting rid of such stubbornly persistent illusions by open-mindedly examining the implications of modern physics for the physical world can help us rise above the fog of everyday life and see Nature the way she herself is.