The world is not an illusion. True illusion can never be comprehensible, whereas the world is easily comprehensible when we go deep within and look at it with our inner eye. It is the illusion that is unreal and not the world of ours.
As my body is real, even so is my God's Body, the world.
Nothing comes out of an empty void. God has projected the universe out of His Existence-Consciousness-Bliss. He has created the world. He has become the world. He wills and He becomes. He smilingly unveils without what He is silently within.