It is a fact that the material world is a great illusion because everything appears to be a tangible reality but at the next moment evaporates like the dashing foam of the sea or a cloud in the sky
SB Canto 1
Thus Mahārāja Dhṛtarāṣṭra, the scion of the family of Ajamīḍha, firmly convinced by introspective knowledge (prajñā), broke at once the strong network of familial affection by his resolute determination. Thus he immediately left home to set out on the path of liberation, as directed by his younger brother Vidura.
Lord Śrī Caitanya Mahāprabhu, the great preacher of the principles of Śrīmad-Bhāgavatam, has stressed the importance of association with sādhus, pure devotees of the Lord. He said that even by a moments association with a pure devotee, one can achieve all perfection. We are not ashamed to admit that this fact was experienced in our practical life. Were we not favored by His Divine Grace Śrīmad Bhaktisiddhānta Sarasvatī Gosvāmī Mahārāja, by our first meeting for a few minutes only, it would have been impossible for us to accept this mighty task of describing Śrīmad-Bhāgavatam in English. Without seeing him at that opportune moment, we could have become a very great business magnate, but never would we have been able to walk the path of liberation and be engaged in the factual service of the Lord under instructions of His Divine Grace. And here is another practical example by the action of Vidura's association with Dhṛtarāṣṭra. Mahārāja Dhṛtarāṣṭra was tightly bound in a network of material affinities related to politics, economy and family attachment, and he did everything in his power to achieve so-called success in his planned projects, but he was frustrated from the beginning to the end so far as his material activities were concerned. And yet, despite his life of failure, he achieved the greatest of all success in self-realization by the forceful instructions of a pure devotee of the Lord, who is the typical emblem of a sādhu. The scriptures enjoin, therefore, that one should associate with sādhus only, rejecting all other kinds of association, and by doing so one will have ample opportunity to hear the sādhus, who can cut to pieces the bonds of illusory affection in the material world. It is a fact that the material world is a great illusion because everything appears to be a tangible reality but at the next moment evaporates like the dashing foam of the sea or a cloud in the sky. A cloud in the sky undoubtedly appears to be a reality because it rains, and due to rains so many temporary green things appear, but in the ultimate issue, everything disappears, namely the cloud, rain and green vegetation, all in due course. But the sky remains, and the varieties of sky or luminaries also remain forever. Similarly, the Absolute Truth, which is compared to the sky, remains eternally, and the temporary cloudlike illusion comes and goes away. Foolish living beings are attracted by the temporary cloud, but intelligent men are more concerned with the eternal sky with all its variegatedness.