Ever heard of a philosophical movement known as solipsism? Basically, according to the solipsist, only he exists. Since his only mind is the only thing he knows to be truly real, nothing else is.
Actually, the logic follows quite nicely. If the senses are our only means of processing information, and the senses are ultimately unreliable, then everything in your head must be - and is the only - reality.
And that's where the unsettling implications start to come in. That thing under the bed, in the attic, that your parents told you is "all in your head?" Well, your parents are also "all in your head." Your sight, your only source of reasoning, so reassuring when you turn the lights on and gasp in relief when you see that nothing's there? All in your head.
The thing in the attic, however, is another story. You've never seen it, you've never heard it, you've never sensed it, but your body really wants your mind to believe that it's not there.
Now why might that be?