What appears before man is in reality Brahm, but what he sees instead is the world. What does this mean? The world is merely an illusion created by ignorance. When the veil of ignorance is removed, the world takes on the reality of Brahm. This veil of ignorance is what has been described in the Vedas as Maayaa. How can we understand this better?
Shri Nathji explains this beautifully in Atma Vijay. Think of a rope lying in a room in semi-darkness. You enter the room and see the rope in the dim light–and you think it is a snake. You are frightened. But when someone switches on a powerful light in the room you see the snake for what it is–it is a rope! It had never been a snake! It was the dim light that showed a snake whereas in reality a rope had been present.
Thus it is with man: the dim light is his ignorance or little knowledge. This ignorance produces an illusion-Maayaa, which appears in the shape of the world of matter. When he looks upon the world, he finds himself constantly in a state of restlessness and fear. However, when the full light of knowledge comes, the world disappears, and there is only Brahm! And with the coming of this knowledge, all fears and worries cease, and man becomes a picture of peace and tranquillity. He realises then that the world had in fact never existed, and all that was before Him was Brahm–God Himself.