When the perceptions from senses don't match with the reality, it's called "Illusion". What eyes apparently see in the "Nature", is not the reality, this is called "Illusion". This is the simplest concept of the "Illusion". "Maya" is the other name, used in the spiritual and religious texts. Almost all religious texts of every religion refer this illusory state of the "Nature" in one way or other. These religious texts blame the illusory state of "Nature" for all sufferings of the mankind. How to intellectually grasp this concept and then to experience it, is a big, big problem for a common man. First importance is to pick this concept intellectually with some scientific backings and then move on to practice for real experiences.
Let us think of a situation where an observer is standing on the beach site of a sea, concentrating on waves arising out of sea water. He/she concentrates on certain area of sea surface to experience the whole phenomenon. What does he/she observe? A wave arises in form of a sheet and goes down. Then another wave arises at certain interval of time and that also goes down and disappears. So he/she observes discreetly separate waves arising out of sea surface. Now consider a situation, if arising phenomenon of numbers of waves per second reaches 1 billion/sec. What does observer see? A wall of water standing on the sea surface. But is it true, what his/her eyes are seeing? NO. In fact there are still discreet waves arising out of sea surface, but his/her mortal eyes can't observe it. So his/her eyes are purely under illusion of seeing a water wall on sea surface.
Similar is the phenomenon of moving objects on a cinema screen. In reality still photographs are moved at such a high speed that they produce an illusion of moving real life objects. So this phenomenon also does not match with reality.
Both examples are cases of pure illusions. Our mortal human eyes have their limitations. Spiritualists say that all material objects, rather whole "Nature", are made of such basic absolute fundamental "Tattwas" (elements), which appears and disappears in such a high succession that our mortal eyes (or senses) are unable to catch them. Then this inability of mortal senses creates an illusion of gross appearances in the "Nature", like solid water wall on sea surface. So spiritualists' concept is: what is visible to our eyes, or for that matter to any senses is pure illusion. Reality is different than appearance. This way the whole "Nature" is "Illusion" or "Maya". To experience we need to explore the world beyond "Nature"…