In Vedanta, they usually say that this world is an illusion or a dream. I always disliked that idea, because the whole of existence
loses its value.
Some like to interpret it as meaning that they can do whatever they want or dream up a reality they like. However, Vedanta says that the world is like a dream; it never said that it was your dream. You are just one more character who thinks that he is the center of the universe. The Dreamer is One, and he dreams a world and the beings inhabiting it. We are free to question our reality, and consequently ourselves, at any time. Upon investigation, we find that there is a deeper, underlying reality to everything - the Dreamer. A wave merges back with the ocean and becomes one. It was never separate from it, though. All of it was an illusion. That was the experience of countless saints who realized the Truth.
Where am I leading with this? We can create lots of theories about the dream and how it functions. It is all going to feel real and substantial. Although, someday the play will tire you, and you will ask, "What is it all about, for real?" The first honest question with sufficient force could penetrate the illusion and show the light behind it.
Was it even your question if you yourself are just one more character?
Until that day, we play our roles and take it all for real. There may be countless radios, but the force that makes them work is One. No matter how we see things, there is no escaping our own subjectivity. May all be well!
