That's an excellent question. It shows you are truly 'getting' it, because you are beginning to feel it.

When people first encounter the 'reality' that everything in their lives, including their identity, is an impermanent illusion, they find the thought depressing. I myself did. As the illusion becomes apparent (and it does), and as you begin to perceive that QM is right, and that all possibilities already exist, and you are merely choosing which to hold as real and experience, it can deepen this feeling of loss.

After a period of adjustment, a mourning, you begin to realize that this loss is really a gain. So, everything is an illusion - appearance. Well, if you find yourself living in an illusion, what kind of illusion do you want to live in? Do you want to live in the illusion of pain, or joy? Do you want to live in the illusion of a beautiful earth, with loving people, or the illusion of a destroyed earth, with hateful people?

It is up to you what you call forth for yourself. You are the master carpenter of your experience. This is very liberating. You begin to modify the illusions, because your understanding that it is illusion gives you insight into how the illusions are created. We are all magicians who have forgotten how we created the trick we're experiencing. As you begin to remember that, you are able to control it consciously. Consciously using the tools of creation is mastery. Jesus is the most famous example of such a person, but there are many people, past and present, who have reached an equally high level of mastery.

Also, knowing (truly and deeply) that life is an illusion makes it more enjoyable. The only reason people perceive things as sorrowful and painful is because they believe it is real. The belief in absolute reality is what creates suffering. As you release this belief and perceive the larger picture, you realize there is no need to create suffering (a mental condition). You may still experience pain, but you won't need to make suffering out of that.

When you watch a movie, you laugh and cry, but you rarely truly suffer, because you know it is an illusion. You enjoy it as such, for what it is, as well as what it appears to be.

There are other benefits. You realize that you live many lives, in many parallels. It is hard to create a new manifestation out of thin air. But if you become aware that it already exists in a 'parallel universe', it is much easier to simply shift to that parallel, and add onto what already exists. This is much easier than creating aspects of your life out of thin air.

You also realize that you don't have to worry about time. You'll get as many chances as you need, because you realize that your existence really is eternal. Not only can you live many lives (which are all happening NOW - the only "time" there is), but you may live one life more than once. (You can go through the same time tunnel called a "life" repeatedly, experiencing it again, with whatever variations you choose. This is what causes the experience of "deja vu" - you are remembering a larger reality of which you are a part. You really were there before.)

And that is just the beginning of the wonders. Beyond the initial depression and feeling of loss, there is a whole big universe out there, and you begin to explore it in ways you never dreamed possible. The common human condition, in which life is believed to be "real", and which you think gives you promise, is actually filled with artificial limitations and constraints, as well as suffering due to the false belief it is "real". Waking up to a larger truth is in fact extremely liberating.