That all things are empty, void, vain, deceptive and false can be a little difficult for the average person who is new to Buddhism to get their head around. Yet, this is the way the world is. It is an appearance that is empty.
Let’s look at an ordinary baseball. The baseball is not a unitary thing but consists of a number of different things such as a rubber or a cork center around which is wound wool or cotton/polyester which is then covered with two strips of either cowhide or horsehide and stitched together. If you decided to look for a baseball essence or self-nature, there is to be found no such thing. The baseball it can be said is empty of baseball-ness.
The typical object or thing such as our home or our automobile is fabricated from different things. The structure that makes up the thing that we hold dear is not the thing at all. Nothing is what it seems, in other words. Yes, appearance is deceiving so be careful of what you glom onto because in the end your attachment will be the suffering that you receive in proportion.
However, I am not saying that there is nothing real. There is. But it is not a made or composed thing such as a baseball or this phenomenal world. It transcends it. We are fundamentally incomposite or minds that have the potential to see the world as illusory (māyā) in contrast with the way we presently see the world, which appears to be real and non-illusory. It is not enough just to believe the world, which is in front of us, is illusory or believe that we are, potentially, bodiless agential minds. We must perceive, directly, this to be a hard fact. We can't just imagine.