If "WE" is defined as the Soul of Man then I think that the Soul of man is real but all the rest not so much. You are not your body, you are not your emotions, you are not your mind. Your are Soul or consciousness. All the rest is illusion. Life is just God playing with himself.
So my question for you is -- who or what are "We" or what are the Souls of Man or what is consciousness? It should be obvious. -- J.E. Ante