That's the Dennett nonsense. Of course our sense inputs are an illusion, it's that there is anything being perceived at all that is the mystery! :
DENNETT: So you see, Socrates, consciousness is an illusion.
SOCRATES: I see, but I need to clarify something. What do you mean by illusion?
DENNETT: An illusion is an appearance contrary to reality.
SOCRATES: And what is an appearance?
DENNETT: An appearance is something that is apprehended by an observer.
SOCRATES: So consciousness is something that is apprehended by an observer which is contrary to reality.
DENNETT: But that cannot be, because then the observer would have to be conscious.
SOCRATES: Therefore, consciousness cannot be an illusion!