As pointed out in the very next sentence, your confusion stems from a misunderstanding of what reality is. Your gut reaction is understandable, but a moment's thought will reveal that what you have said is vacuous. What is science? What is proof? What does it mean to exist? I doubt you have an answer to any of these because they come from a working model of the way the world works in your mind that you are comfortable with because it aligns with those around you. Reality is our intersubjective agreement about the interpretation of our perceptions. Picture the Moon right now. Is what you have in mind real? No, of course not. It is, at best, a caricature, a simplification of a more accurate model. But that too is a model, and so it goes, ad infinitum.