If matter is just an illusion what is the source of it

If whatever we see and feel in the 3-D world is just an illusion created by our minds and every matter, even an atom, is related to each other (interrelated); what is the origin of it? Since consciousness or self or "I" is also just a thought, how is matter created by the consciousness? How does the mind create it? Whenever I think of these things, I remember the mythological god, Zeus, who can create anything he wishes just by thinking about it? It feels like this is actually possible. So what could be the possible logic behind this complex knowledge?